Stability of stochastic dynamic equations with time-varying delay on time scales

DOI10.1080/07362994.2020.1747493MaRDI QIDQ4986447zbMATH OpenOpenAlexFDO

Authors Nguyen Huu Du, N. T. Dieu, Le Anh Tuan

Publication date 27 April 2021

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2020.1747493

zbMATH Keywords

differential operatordynamic delay equationexponential stabilityItô's formulaLyapunov function

Mathematics Subject Classification ID

Differential inequalities involving functions of a single real variable (34A40) Difference equations, scaling ((q)-differences) (39A13) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Recommendations

• On the stability of stochastic dynamic equations on time scales
• Stochastic dynamic equations on time scales
• Stability and periodicity in dynamic delay equations
• scientific article; zbMATH DE number 6519338
• On different types of stability for linear delay dynamic equations

Cites work

• Boundedness and exponential stability of solutions to dynamic equations on time scales
• Brownian motion indexed by a time scale
• Delay dynamic equations on time scales
• Dynamic equations on time scales: A survey
• Estimates of certain iterated dynamic inequalities on time scales
• Generalized Gronwall-Bellman-type delay dynamic inequalities on time scales and their applications
• scientific article; zbMATH DE number 1614153 (Why is no real title available?)
• scientific article; zbMATH DE number 6098721 (Why is no real title available?)
• scientific article; zbMATH DE number 6519338 (Why is no real title available?)
• scientific article; zbMATH DE number 3628142 (Why is no real title available?)
• Khasminskii-Type Theorems for Stochastic Differential Delay Equations
• Lebesgue-Stieltjes measure on time scales
• On the general decay stability of stochastic differential equations with unbounded delay
• Stability analysis of linear Volterra equations on time scales under bounded perturbations
• Stability and periodicity of solutions for delay dynamic systems on time scales
• Stability criteria of delay impulsive systems on time scales
• Stability properties of nonlinear stochastic impulsive systems with time delay
• Stochastic dynamic equations on general time scales
• Stochastic dynamic equations on time scales
• The first attempt on the stochastic calculus on time scale
• The quadratic variation of Brownian motion on a time scale

Cited in

(12)

• On the stability of stochastic dynamic equations on time scales
• Vector-valued functions on time scales and random differential equations
• Robust stability of probabilistic delays fuzzy stochastic \(p\)-Laplace dynamic equations
• Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results
• Stochastic dynamic equations on time scales
• scientific article; zbMATH DE number 5070026 (Why is no real title available?)
• Stochastic dynamic equations on general time scales
• Moment decay rates of stochastic differential equations with time-varying delay
• scientific article; zbMATH DE number 5034016 (Why is no real title available?)
• Robust stability for implicit dynamic equations with causal operators on time scales
• A new approach to approximate solutions of stochastic differential equations
• The stochastic dynamic exponential and geometric Brownian motion on isolated time scales

This page was built for publication: Stability of stochastic dynamic equations with time-varying delay on time scales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4986447)