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

DOI10.3103/S1066369X24700518MaRDI QIDQ6656751FDO

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

• scientific article; zbMATH DE number 1936669 (Why is no real title available?)
• scientific article; zbMATH DE number 195220 (Why is no real title available?)
• scientific article; zbMATH DE number 5167092 (Why is no real title available?)
• Almost sure exponential stability of neutral stochastic differential difference equations
• Global stability of systems of nonlinear Itô differential equations with aftereffect and N. V. Azbelev's \(W\)-method
• Lyapunov stability of the generalized stochastic pantograph equation
• The existence and uniqueness of solution to Cauchy problem for functional-differential equations with respect to a semimartingale

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