Differential inequalities and stability and boundedness of stochastic differential equations
نویسندگان
چکیده
منابع مشابه
Boundedness and Exponential Stability of Highly Nonlinear Stochastic Differential Equations
In this article we consider nonlinear stochastic differential systems and use Lyapunov functions to study the boundedness and exponential asymptotic stability of solutions. We provide several examples in which we consider stochastic systems with unbounded terms.
متن کاملAttraction, stability and boundedness for stochastic differential delay equations
So far there are not many results on the attractor for the solutions of stochastic differential delay equations. The main aim of this paper is to establish new results on the attractor, from which follow several new criteria on the almost surely asymptotic stability for stochastic differential delay equations. As another by product, a number of new criteria on the boundedness of the solutions a...
متن کاملStochastic differential equations and integrating factor
The aim of this paper is the analytical solutions the family of rst-order nonlinear stochastic differentialequations. We dene an integrating factor for the large class of special nonlinear stochasticdierential equations. With multiply both sides with the integrating factor, we introduce a deterministicdierential equation. The results showed the accuracy of the present work.
متن کاملBoundedness and Stability of Impulsively Perturbed Delay Differential Equations
It is characteristic for a linear ordinary differential equation that if any solution is bounded on the half-line for any bounded right-hand side then a solution of the corresponding homogeneous equation tends to zero exponentially [1]. The connection of boundedness with exponential behavior of solutions for impulsive differential equations is studied in [2,3] and many other papers. It turns ou...
متن کاملCascade of Fractional Differential Equations and Generalized Mittag-Leffler Stability
This paper address a new vision for the generalized Mittag-Leffler stability of the fractional differential equations. We mainly focus on a new method, consisting of decomposing a given fractional differential equation into a cascade of many sub-fractional differential equations. And we propose a procedure for analyzing the generalized Mittag-Leffler stability for the given fractional different...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1974
ISSN: 0022-247X
DOI: 10.1016/0022-247x(74)90164-4