Moment exponential stability and integrability of stochastic functional differential equations

DOI10.1016/J.AMC.2011.11.098zbMATH Open1245.34080OpenAlexW2025519973MaRDI QIDQ434645FDOQ434645

Authors: Gorica Pavlović, Svetlana Janković 

Publication date: 16 July 2012

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.11.098

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zbMATH Keywords

stochastic functional differential equation\(p\)th mean and almost sure exponential stability\(p\)th mean integrabilitystochastic differential equation with time-varying lags

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)

Cites Work

• Stochastic Equations in Infinite Dimensions
• Stochastic differential equations and applications.
• On exponential stability criteria of stochastic partial differential equations
• Random differential inequalities
• New criteria on exponential stability of neutral stochastic differential delay equations
• On the \(p\)th moment exponential stability criteria of neutral stochastic functional differential equations
• Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations
• The p-th moment exponential stability of neutral stochastic functional differential equations
• Robustness of exponential stability of stochastic differential delay equations
• Robust stability and controllability of stochastic differential delay equations with Markovian switching.
• Title not available (Why is that?)
• On the exponential stability in mean square of neutral stochastic functional differential equations
• Stochastic functional differential equations with infinite delay
• Robustness of stability of nonlinear systems with stochastic delay perturbations
• SOME REMARKS ON EXPONENTIAL STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS

Cited In (4)

• Exponential stability of hybrid stochastic functional differential systems with delayed impulsive effects: average impulsive interval approach
• A novel result on stability analysis for uncertain neutral stochastic time-varying delay systems
• The \(p\)th moment asymptotic stability and exponential stability of stochastic functional differential equations with polynomial growth condition
• Mean square exponential stability of stochastic function differential equations in the G-framework

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