Publication:4693166

Publication date: 5 June 1993

stability; existence; uniqueness; Lyapunov functional; averaging method; Markov property; mean square stability; stochastic retarded functional-differential equations with bounded delay

Mathematics Subject Classification ID

34K20: Stability theory of functional-differential equations

93E15: Stochastic stability in control theory

34K50: Stochastic functional-differential equations

34C29: Averaging method for ordinary differential equations

34F05: Ordinary differential equations and systems with randomness

60H99: Stochastic analysis

Related Items

Необходимые условия оптимальности второго порядка в одной стохастической задаче оптимального управления с переменным запаздывающим аргументом, Stability of Impulse Systems of Two Linear Ito Differential Equations with Delay, Unnamed Item, 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, Unnamed Item, 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, Partial stability of systems of Itô linear delay differential equations, Asymptotic behavior of the solutions of stochastic functional-differential equations, Solutions of nonlinear impulsive Itô functional-differential equations: stability by the linear approximation, Estimates of exponential stability for solutions of stochastic control systems with delay, One form of Lyapunov operator for stochastic dynamic system with Markov parameters, 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, 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, Investigation of exponential dichotomy of linear Itô stochastic systems with random initial data by using quadratic forms