Stability of linear delay equations under a small noise

DOI10.1017/S0013091500017612MaRDI QIDQ3688704zbMATH OpenFDO

Authors Salah Mohammed

Publication date 1986

Published in Proceedings of the Edinburgh Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0013091500017612

zbMATH Keywords

absorbing stateasymptotically stable linear retarded functional differential equationdiffusionsstochastic Pettis integral

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Stability of solutions to ordinary differential equations (34D20)

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Cites work

• A class of functional equations of neutral type
• Asymptotic Behavior of Solutions of Linear Stochastic Differential Systems
• scientific article; zbMATH DE number 3936125 (Why is no real title available?)
• scientific article; zbMATH DE number 3457949 (Why is no real title available?)
• Stochastic stability and the dirichlet problem
• Theory of functional differential equations. 2nd ed

Cited in

(17)

• Noise and stability in differential delay equations
• Exit time asymptotics for small noise stochastic delay differential equations
• About stability of delay differential equations with square integrable level of stochastic perturbations
• Sensitivity to small delays of pathwise stability for stochastic retarded evolution equations
• Some regularity results on stochastic convolutions in point delay differential equations perturbed by noise
• Nonlinear and additive white noise perturbations of linear delay differential equations at the verge of instability: an averaging approach
• scientific article; zbMATH DE number 4174060 (Why is no real title available?)
• Stability of Stochastic Delay Differential Equation with a Small Parameter
• Nonlinear flows of stochastic linear delay equations
• scientific article; zbMATH DE number 32896 (Why is no real title available?)
• Investigation of stability conditions of stochastical perturbed systems with lag
• scientific article; zbMATH DE number 4125872 (Why is no real title available?)
• scientific article; zbMATH DE number 195220 (Why is no real title available?)
• The lyapunov spectrum and stable manifolds for stochastic linear delay equations
• The lyapunov spectrum and stable manifolds for stochastic linear delay equations
• Stability of stochastic systems with uncertain time delays
• Exponential ergodicity for a class of non-Markovian stochastic processes

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