Khasminskii-type theorems for stochastic functional differential equations with infinite delay

DOI10.1016/J.SPL.2011.05.005MaRDI QIDQ643243zbMATH OpenOpenAlexFDO

Authors Fuke Wu, Shigeng Hu

Publication date 28 October 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.05.005

zbMATH Keywords

global solutionsinfinite delaystochastic functional differential equationsKhasminskii-type theorems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

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Cites work

• scientific article; zbMATH DE number 1016795 (Why is no real title available?)
• A study of a class of stochastic differential equations with non-Lipschitzian coefficients
• Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
• Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
• Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay
• Khasminskii-Type Theorems for Stochastic Differential Delay Equations
• Khasminskii-type theorems for neutral stochastic functional differential equations
• Robustness of exponential stability of stochastic differential delay equations
• Stochastic Lotka–Volterra Population Dynamics with Infinite Delay
• The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay
• The improved LaSalle-type theorems for stochastic functional differential equations

Cited in

(8)

• Khasminskii-type theorem for a class of stochastic functional differential equations
• Stability and boundedness of stochastic Volterra integrodifferential equations with infinite delay
• Khasminskii-type theorems for neutral stochastic functional differential equations
• Khasminskii-type theorems for stochastic functional differential equations
• scientific article; zbMATH DE number 5847086 (Why is no real title available?)
• Khasminskii-Type Theorems for Stochastic Differential Delay Equations
• Khasminskii-type theorems for stochastic evolution equations with infinite delay
• Existence, uniqueness and stability analysis for neutral stochastic functional differential equations with jumps and infinite delay

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