[PDF] Top 20 Almost sure exponential stability of stochastic differential delay equations

... the almost sure exponential stability of discrete-time or partial discrete-time SDEs has recently been discussed by several ...the almost sure exponential stability ... See full document

... The stochastic differential/difference delay equations have come to play an important role in describing the evolution of eco-systems in random environment, in which the future state depends ... See full document

... neutral stochastic functional differential equations excluding neutral stochastic differential delay equations, but the results obtained in this paper are much more ... See full document

... KEY WORDS AND PHRASES: Exponentially stable, solution semigroup, abstract linear autonomous functional differential equation, fundamental operator, fading memory space.. INTRODUCTION oo,[r] ... See full document

... differential equations with several bounded delays are ...of delay operators and they generalize many well-known types of delay differential equations in the literature, such as differential ... See full document

... assumptions; (ii) the condition (3.4) in Theorem 3.4 only tell us that the highly nonlinear integro- di ff erential system is stable as long as the system time lag τ verifies condition (3.4), but it cannot tell us if the ... See full document

... all stochastic differential systems are exponentially stable, there are also a lot of stochastic systems which are stable but subject to a lower decay rate other than exponential ...polynomial ... See full document

... on stability for highly nonlinear stochastic delay ...the stability and boundedness for nonlinear stochastic differential delay equations (SDDEs) with Markovian ... See full document

... Many stochastic dynamical systems do not only depend on present and past states but also involve derivatives with ...Neutral stochastic differential delay equations (NSDDEs) are often ... See full document

... concern stability of numerical methods applied to stochastic delay integro-differential ...linear stochastic delay integro-differential equations, it is shown that the mean-square ... See full document

... of differential equations by noise have been studied by many authors and we here mention Arnold, Crauel & Wihstutz (1983); Pardoux & Wihstutz (1992); Mao (1994); Kwieci´ nska (2002); Ap- pleby & ... See full document

... the stability of the ...time delay, time-varying delay and time-varying delay associated with model, which makes it difficult to discuss the stability of time-delay ...for ... See full document

... the stability for mild solution to neutral stochastic partial differential equations with delays since the neutral item is ...the exponential stability of mild solution for neutral ... See full document

... impulsive stochastic differential equations attracts great attention, especially as regards ...the stability of impulsive stochastic ...the exponential stability in mean square of ... See full document

... discusses exponential stability of solutions for highly nonlinear hybrid pantograph stochastic differential ...guarantee exponential stability of the so- ...robust ... See full document

... of stochastic system model, and their stability analysis has attracted considerable attention in recent ...most stochastic systems cannot be solved explicitly, the research on stochastic ... See full document

... discusses exponential stability of solutions for highly nonlinear hybrid pantograph stochastic differential ...guarantee exponential stability of the so- ...robust ... See full document

... differential equations has become an active area of in- vestigation due to their applications in fields such as mechanics, electrical engineering, medicine biology (see ...and stability of almost ... See full document

... Abstract Stability criteria for stochastic differential delay equation (SDDE) have been studied intensively for the past few ...to delay equations where their coefficients are either ... See full document

... time-varying delay under the follow- ing assumptions: the delay functions are differentiable and the corresponding derivatives are simultaneously required to be not greater than ... See full document