ON THE GENERAL DECAY STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY
نویسندگان
چکیده
منابع مشابه
General Decay Stability for Stochastic Functional Differential Equations with Infinite Delay
So far there are not many results on the stability for stochastic functional differential equations with infinite delay. Themain aim of this paper is to establish some new criteria on the stability with general decay rate for stochastic functional differential equations with infinite delay. To illustrate the applications of our theories clearly, this paper also examines a scalar infinite delay ...
متن کاملExponential stability of fractional stochastic differential equations with distributed delay
*Correspondence: [email protected] School of Statistics, Jiangxi University of Finance and Economics, Nanchang, Jiangxi 330013, China Abstract Equations driven by fractional Brownian motion are attracting more and more attention. This paper considers fractional stochastic differential equations with distributed delay. With the variation-of-constants formula, an explicit expression and asymptotic ...
متن کاملThe Exponential Stability of Neutral Stochastic Delay Partial Differential Equations
In this paper we analyse the almost sure exponential stability and ultimate boundedness of the solutions to a class of neutral stochastic semilinear partial delay differential equations. This kind of equations arises in problems related to coupled oscillators in a noisy environment, or in viscoeslastic materials under random or stochastic influences.
متن کاملComputational Method for Fractional-Order Stochastic Delay Differential Equations
Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...
متن کاملRobustness of Exponential Stability of Stochastic Differential Delay Equations
Regard the stochastic differential delay equation dx(t)=[(A+Ā(t))x(t)+(B+B̄(t− τ)) x(t−τ)]dt+g(t,x(t),x(t−τ))dw(t) as the result of the effects of uncertainty, stochastic perturbation and time lag to a linear ordinary differential equation ẋ(t)=(A+B)x(t). Assume the linear system is exponentially stable. In this paper we shall characterize how much the uncertainty, stochastic perturbation and ti...
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 the Korean Mathematical Society
سال: 2012
ISSN: 0304-9914
DOI: 10.4134/jkms.2012.49.3.515