Asymptotic properties of stochastic delay systems

MaRDI QIDQ4831262zbMATH OpenFDO

Authors E. I. Verriest

Publication date 29 December 2004

zbMATH Keywords

discrete, stochastic delayed systems

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Asymptotic theory of functional-differential equations (34K25) Stochastic functional-differential equations (34K50) Discrete version of topics in analysis (39A12)

Review text

A gentle and elementary introduction to the theory of stochastic time delay systems is presented. First, an introduction to the stability problem in the dicrete case is given. Since continuous time stochastic systems are analyzed in the language of Ito-calculus, an elementary introduction to the latter is included to make these notes self-contained. Delay-independent and delay-dependent conditions for stochastic stability are derived. Some of these are new. For the entire collection see [Zbl 1051.34002].

Recommendations

• Stability of stochastic systems with uncertain time delays
• A note on delay-dependent stability of Itô-type stochastic time-delay systems
• Stability of systems with state-dependent and random delays
• scientific article; zbMATH DE number 39112
• Stability analysis of systems with stochastically varying delays

Cited in

(15)

• Can a finite number of discrete delays approximate stochastic delay?
• Wada property in systems with delay
• A note on delay-dependent stability of Itô-type stochastic time-delay systems
• Predictor-based control of stochastic systems with nonlinear diffusions and input delay
• Robust predictor based control of state multiplicative noisy retarded systems
• Stochastic description of delayed systems
• scientific article; zbMATH DE number 39112 (Why is no real title available?)
• Asymptotic properties of delay-time-weighted probability of error (Corresp.)
• scientific article; zbMATH DE number 589296 (Why is no real title available?)
• Retarded state-multiplicative stochastic systems - robust H_ and H₂ vertex-dependent filtering
• Stochastic systems with delay: perturbation theory for second order statistics
• scientific article; zbMATH DE number 5252617 (Why is no real title available?)
• Stability of stochastic systems with uncertain time delays
• Predictor-based control of uncertain discrete-time state-multiplicative stochastic systems with input delay
• Stability analysis of systems with stochastically varying delays

This page was built for publication: Asymptotic properties of stochastic delay systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4831262)