Asymptotic moment stability of solutions to systems of nonlinear differential Itô equations with aftereffect

DOI10.3103/S1066369X24700518MaRDI QIDQ6656751FDOQ6656751

Authors: Ramazan Kadiev, Arcady Ponosov 

Publication date: 3 January 2025

Published in: Russian Mathematics (Search for Journal in Brave)

zbMATH Keywords

stability of solutionsasymptotics of solutionssystem of stochastic differential equationsmethod of auxiliary equationspositive invertibility of matricesnonlinear Itô equation

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Functional-differential equations (including equations with delayed, advanced or state-dependent argument) (34Kxx) Ordinary differential equations (34-XX)

Cites Work

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• Almost sure exponential stability of neutral stochastic differential difference equations
• The existence and uniqueness of solution to Cauchy problem for functional-differential equations with respect to a semimartingale
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• Lyapunov stability of the generalized stochastic pantograph equation
• Global stability of systems of nonlinear Itô differential equations with aftereffect and N. V. Azbelev's \(W\)-method

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