Some new aspects of Lyapunov-type theorems for stochastic differential equations of neutral type

DOI10.1137/080744165MaRDI QIDQ3083231zbMATH OpenOpenAlexFDO

Authors Leonid Shaikhet

Publication date 21 March 2011

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/080744165

zbMATH Keywords

stochastic differential equationLyapunov functionstochastic functional differential equation

Mathematics Subject Classification ID

Linear functional-differential equations (34K06) Stability theory of functional-differential equations (34K20) Neutral functional-differential equations (34K40) Stochastic functional-differential equations (34K50)

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• Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations
• Stability of neutral stochastic switched time delay systems: an average dwell time approach
• Stability analysis for neutral stochastic delay systems with Markovian switching
• Stochastically perturbed vector-borne disease models with direct transmission
• Stability of stochastic model for hepatitis C transmission with an isolation stage
• A nonlinear dynamic age-structured model of e-commerce in Spain: stability analysis of the equilibrium by delay and stochastic perturbations
• A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching
• Feedback stabilization and adaptive stabilization of stochastic nonlinear systems by the control Lyapunov function
• Multi-condition of stability for nonlinear stochastic non-autonomous delay differential equation
• A NEW LaSalle-TYPE THEOREM FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS OF NEUTRAL TYPE
• On stability of stochastic delay model for tumor-immune interaction
• A new stability criterion for neutral stochastic delay differential equations with Markovian switching
• Periodic solutions of Fokker-Planck equations
• Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations

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