Some New Aspects of Lyapunov-Type Theorems for Stochastic Differential Equations of Neutral Type
نویسنده
چکیده
Some new Lyapunov-type theorems for stochastic differential equations of neutral type are proved. It is shown that these theorems simplify an application of Kolmanovskii and Shaikhet's general method of Lyapunov functionals construction for stability investigation of different mathematical models.
منابع مشابه
Stability of two classes of improved backward Euler methods for stochastic delay differential equations of neutral type
This paper examines stability analysis of two classes of improved backward Euler methods, namely split-step $(theta, lambda)$-backward Euler (SSBE) and semi-implicit $(theta,lambda)$-Euler (SIE) methods, for nonlinear neutral stochastic delay differential equations (NSDDEs). It is proved that the SSBE method with $theta, lambdain(0,1]$ can recover the exponential mean-square stability with some...
متن کاملStability analysis of impulsive fuzzy differential equations with finite delayed state
In this paper we introduce some stability criteria for impulsive fuzzy system of differential equations with finite delay in states. Firstly, a new comparison principle for fuzzy differential system compared to crisp ordinary differential equation, based on a notion of upper quasi-monotone nondecreasing, in N dimentional state space is presented. Furthermore, in order to analyze the stability o...
متن کاملSome New Aspect of Lyapunov Type Theorems for Stochastic Difference Equations with Continuous Time
Some new Lyapunov type theorems for stochastic difference equations with continuous time are proven. It is shown that these theorems simplify an application of Lyapunov functionals construction method.
متن کاملAbout Some Features of General Method of Lyapunov Functionals Construction
Many stability results in the theory of stochastic hereditary systems and their applications were obtained by construction of appropriate Lyapunov functionals. One general method of Lyapunov functionals construction was proposed and developed by the authors during last decade for stability investigation of deterministic and stochastic functional-differential and difference equations. In this pa...
متن کاملStochastic differential inclusions of semimonotone type in Hilbert spaces
In this paper, we study the existence of generalized solutions for the infinite dimensional nonlinear stochastic differential inclusions $dx(t) in F(t,x(t))dt +G(t,x(t))dW_t$ in which the multifunction $F$ is semimonotone and hemicontinuous and the operator-valued multifunction $G$ satisfies a Lipschitz condition. We define the It^{o} stochastic integral of operator set-valued stochastic pr...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- SIAM J. Control and Optimization
دوره 48 شماره
صفحات -
تاریخ انتشار 2010