On the general decay stability of stochastic differential equations with unbounded delay
Razumikhin-type theorems are proved for establishing moment stability and almost sure stability of solutions of nonlinear stochastic differential equations with unbounded delay of the form NEWLINE\[NEWLINEdx(t)= f(t,x(t), y(t))\,dt+ g(t,x(t), y(t))\,dw(t),NEWLINE\]NEWLINE where \(y(t)= x(t-\delta(t))\), \(\delta(t)\in C^1(\mathbb{R}_+, \mathbb{R}_+)\), and \(w(t)\) is an \(m\)-dimensional Brownian motion. \(M\)-matrix theory is used to develop more easily implemented versions of these theorems. Use of the theorems is demonstrated with a couple of examples.
- Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate
- General decay pathwise stability of neutral stochastic differential equations with unbounded delay
- Stability of stochastic differential equations with unbounded delay
- General decay stability for stochastic functional differential equations with infinite delay
- Razumikhin-type theorems on general decay stability of stochastic functional differential equations with infinite delay
- The stability with a general decay of stochastic delay differential equations with Markovian switching
- Lyapunov functionals and practical stability for stochastic differential delay equations with general decay rate
- On Stochastic Functional-Differential Equations with Unbounded Delay
- On stability of solutions of stochastic delay differential equations
- Stability of stochastic partial differential equations with infinite delays
- Partial stability analysis of stochastic differential equations with a general decay rate
- Almost sure and moment asymptotic boundedness of stochastic delay differential systems
- Lyapunov stability of the generalized stochastic pantograph equation
- Razumikhin-type theorems on general decay stability of stochastic functional differential equations with infinite delay
- Stability of stochastic differential equations with unbounded delay
- The Razumikhin approach on general decay stability for neutral stochastic functional differential equations
- Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate
- Stability of stochastic dynamic equations with time-varying delay on time scales
- Theorems on boundedness of solutions to stochastic delay differential equations
- Lyapunov functionals and practical stability for stochastic differential delay equations with general decay rate
- Moment decay rates of solutions of stochastic differential equations
- General decay pathwise stability of neutral stochastic differential equations with unbounded delay
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