Moment exponential stability and integrability of stochastic functional differential equations

DOI10.1016/J.AMC.2011.11.098MaRDI QIDQ434645zbMATHOpenAlexFDO

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

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)

Recommendations

• Stability analysis of impulsive stochastic functional differential equations
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• Razumikhin-type theorems on exponential stability of stochastic functional differential equations

Cites work

• scientific article; zbMATH DE number 3784042 (Why is no real title available?)
• New criteria on exponential stability of neutral stochastic differential delay equations
• On exponential stability criteria of stochastic partial differential equations
• On the \(p\)th moment exponential stability criteria of neutral stochastic functional differential equations
• On the exponential stability in mean square of neutral stochastic functional differential equations
• Random differential inequalities
• Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations
• Robust stability and controllability of stochastic differential delay equations with Markovian switching.
• Robustness of exponential stability of stochastic differential delay equations
• Robustness of stability of nonlinear systems with stochastic delay perturbations
• SOME REMARKS ON EXPONENTIAL STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS
• Stochastic Equations in Infinite Dimensions
• Stochastic differential equations and applications.
• Stochastic functional differential equations with infinite delay
• The p-th moment exponential stability of neutral stochastic functional differential equations

Cited in

(5)

• Exponential stability of hybrid stochastic functional differential systems with delayed impulsive effects: average impulsive interval approach
• Exponential stability of solutions for retarded stochastic differential equations without dissipativity
• Mean square exponential stability of stochastic function differential equations in the G-framework
• The \(p\)th moment asymptotic stability and exponential stability of stochastic functional differential equations with polynomial growth condition
• A novel result on stability analysis for uncertain neutral stochastic time-varying delay systems

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