Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations

DOI10.1016/J.AUTOMATICA.2011.06.014zbMATH Open1232.60046OpenAlexW2151398333MaRDI QIDQ644282FDOQ644282

Juan-Miguel Gracia

Publication date: 3 November 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/36919/

zbMATH Keywords

Brownian motionstability analysisstability criteriastochastic systemsstochastic theory

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Cites Work

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• On delay-dependent stability for a class of nonlinear stochastic systems with multiple state delays
• Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
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Cited In (35)

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• Asymptotic stability and continuity of nonlinear hybrid stochastic differential equation with randomly occurring delay
• Asymptotic behaviors of stochastic Cohen-Grossberg neural networks with mixed time-delays
• Asymptotic Analysis for Functional Stochastic Differential Equations
• Asymptotic behaviour analysis of stochastic functional differential equations with semi-Markovian switching signal
• Adaptive finite‐time stabilization of stochastic nonlinear systems with the powers of positive odd rational numbers
• On asymptotic convergence and boundedness of stochastic systems with time-delay
• Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations
• The Improved LaSalle-Type Theorems for Stochastic Differential Delay Equations
• Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations
• Attraction and Stochastic Asymptotic Stability and Boundedness of Stochastic Functional Differential Equations with Respect to Semimartingales
• Convergence rate of the truncated Milstein method of stochastic differential delay equations
• Stochastic Stabilization of a Class of Nonlinear Systems with Sampled Data Control
• Delay dependent stability of highly nonlinear hybrid stochastic systems
• The \(p\)th moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump
• Robust stability of a class of stochastic functional differential equations with Markovian switching
• The \(p\)th moment asymptotic stability and exponential stability of stochastic functional differential equations with polynomial growth condition
• New results on stability for non-linear Markov switched stochastic functional differential systems
• An explicit approximation for super-linear stochastic functional differential equations
• Moment estimate and existence for solutions of stochastic functional differential equations
• Robust analysis of discrete time noises for stochastic systems and application in neural networks
• Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations
• Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching
• The almost sure asymptotic stability and boundedness of stochastic functional differential equations with polynomial growth condition
• Stability analysis for nonlinear Markov jump neutral stochastic functional differential systems
• Stabilization by variable-delay feedback control for highly nonlinear hybrid stochastic differential delay equations
• Novel criteria for exponential stability in mean square of stochastic functional differential equations
• Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay
• Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function
• Dynamical behaviors of the stochastic Hopfield neural networks with mixed time delays
• Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition
• The \(p\)th moment boundedness of stochastic functional differential equations with Markovian switching
• Asymptotic moment boundedness of the numerical solutions of stochastic differential equations
• Stochastic suppression and almost surely stabilization of non-autonomous hybrid system with a new general one-sided polynomial growth condition
• Khasminskii-type theorem for a class of stochastic functional differential equations

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