Almost Sure Exponential Stability of Stochastic Differential Delay Equations

DOI10.1137/15M1019465zbMath1343.60072MaRDI QIDQ5741630

Qian Guo, Xuerong Mao, Rong-Xian Yue

Publication date: 29 July 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

Brownian motionalmost sure exponential stabilitystochastic stabilizationItō formulafeedback controlsstochastic differential delay equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Feedback control (93B52) Stabilization of systems by feedback (93D15) Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic stability in control theory (93E15)

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