scientific article; zbMATH DE number 195220
From MaRDI portal
Publication:4693166
averaging methodexistenceLyapunov functionalMarkov propertymean square stabilitystabilitystochastic retarded functional-differential equations with bounded delayuniqueness
Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Stochastic analysis (60H99) Stochastic stability in control theory (93E15)
Recommendations
Cited in
(36)- Determining functionals for random partial differential equations
- Stability of stochastic systems of random structure with Markov switchings and perturbations
- Global stability of an autonomous stochastic delay differential equation with discontinuous coefficients
- Invariant measure for neutral stochastic functional differential equations with non-Lipschitz coefficients
- Global stability of systems of nonlinear Itô differential equations with aftereffect and N. V. Azbelev's \(W\)-method
- Necessary and sufficient conditions of stability in the quadratic mean of linear stochastic partial differential-difference equations subject to external perturbations of the type of random variables
- Positive invertibility of matrices and exponential stability of impulsive systems of Itô linear differential equations with bounded delays
- Application of the method of averaging to the problems of optimal control over functional-differential equations
- Mathematical model of the solar system with regard for the velocity of gravitation
- Investigation of systems of differential equations with delays and constraints imposed on the derivatives of solutions
- The Holling type II population model subjected to rapid random attacks of predator
- Positive invertibility of matrices and stability of Itô delay differential equations
- scientific article; zbMATH DE number 430390 (Why is no real title available?)
- Investigation of exponential dichotomy of linear Itô stochastic systems with random initial data by using quadratic forms
- scientific article; zbMATH DE number 3936125 (Why is no real title available?)
- Solutions of nonlinear impulsive Itô functional-differential equations: stability by the linear approximation
- Necessary optimality conditions of the second oder in a stochastic optimal control problem with delay argument
- Stability of impulse systems of two linear Ito differential equations with delay
- Combination of the method of steps and an expansion of the state space for analyzing linear stochastic systems with various forms of delays and random inputs in the form of additive and multiplicative white noises
- scientific article; zbMATH DE number 5052178 (Why is no real title available?)
- Estimates of exponential stability for solutions of stochastic control systems with delay
- Study of a stochastic model of the ``dangling spider problem with an infinite previous history and Poisson switchings
- Iterative procedure for the solution of Sylvester generalized matrix equation
- Mean-square stability and instability criteria for the Gikhman-Ito stochastic diffusion functional differential systems subject to external disturbances of the type of random variables
- scientific article; zbMATH DE number 7705835 (Why is no real title available?)
- Partial stability of systems of Itô linear delay differential equations
- Asymptotic behavior of the solutions of stochastic functional-differential equations
- Asymptotic moment stability of solutions to systems of nonlinear differential Itô equations with aftereffect
- One form of Lyapunov operator for stochastic dynamic system with Markov parameters
- Existence and uniqueness of the solution of a stochastic functional differential equation of neutral type in finite-dimensional spaces
- On the application of the averaging method to one problem of optimal control with nonfixed time
- Invariant measures and their limiting behavior for neutral type stochastic delay equations in Hilbert space
- On the existence of a solution to the Cauchy problem of nonlinear stochastic partial functional differential equations of special form
- Mean square behavior of the strong solution of a linear non-autonomous stochastic partial differential equation with Markov parameters
- Analysis of fluctuations of a parametric vacuum tube oscillator with delayed feedback
- Behavior of the second moment of the solution to the autonomous stochastic linear partial differential equation with random parameters in the right-hand side
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4693166)
