DECAY AND GROWTH RATES OF SOLUTIONS OF SCALAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY AND STATE DEPENDENT NOISE
From MaRDI portal
Publication:5694400
DOI10.1142/S0219493705001353zbMath1078.34059MaRDI QIDQ5694400
Publication date: 30 September 2005
Published in: Stochastics and Dynamics (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34K50: Stochastic functional-differential equations
34K12: Growth, boundedness, comparison of solutions to functional-differential equations
Related Items
Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate, Pathwise estimation of stochastic differential equations with Unbounded delay and its application to stochastic pantograph equations, General decay pathwise stability of neutral stochastic differential equations with unbounded delay, The exponential behavior and stabilizability of the stochastic magnetohydrodynamic equations, Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients, Almost surely exponential stability of numerical solutions for stochastic pantograph equations, Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching, A constructive comparison technique for determining the asymptotic behaviour of linear functional differential equations with unbounded delay
Cites Work
- Asymptotic representation of solutions of the equation \(\dot y(t)=\beta(t)[y(t)-y(t-\tau(t))\)]
- Non-exponential stability of scalar stochastic Volterra equations.
- The stable manifold theorem for non-linear stochastic systems with memory. II: The local stable manifold theorem.
- Equations with unbounded delay: a survey
- The functional-differential equation $y'\left( x \right) = ay\left( {\lambda x} \right) + by\left( x \right)$
