Asymptotic and exponential decay in mean square for delay geometric Brownian motion
نویسندگان
چکیده
We derive sufficient conditions for asymptotic and monotone exponential decay in mean square of solutions the geometric Brownian motion with delay. The are written terms parameters explicit case decay. For decay, they easily resolvable numerically. analytical method is based on construction a Lyapunov functional (asymptotic decay) forward-backward estimate (exponential decay).
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ژورنال
عنوان ژورنال: Applications of Mathematics
سال: 2021
ISSN: ['1572-9109', '0862-7940']
DOI: https://doi.org/10.21136/am.2021.0358-20