Two unsolved problems in the stability theory of stochastic differential equations with delay

DOI10.1016/J.AML.2011.10.002MaRDI QIDQ427693zbMATH OpenOpenAlexFDO

Authors Leonid Shaikhet

Publication date 14 June 2012

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2011.10.002

zbMATH Keywords

delaystabilitystochastic differential equationsnecessary and sufficient conditionunsolved problems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

• scientific article; zbMATH DE number 3431117 (Why is no real title available?)
• scientific article; zbMATH DE number 3411496 (Why is no real title available?)
• About an unsolved stability problem for a stochastic difference equation with continuous time
• Lyapunov functionals and stability of stochastic difference equations
• The necessary and sufficient conditions for the stability of linear systems with an arbitrary delay

Cited in

(4)

• scientific article; zbMATH DE number 6692866 (Why is no real title available?)
• Stability in terms of two measures of solutions to stochastic partial differential delay equations with switching
• Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results
• Stability of stochastic SIRS epidemic models with saturated incidence rates and delay

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