Almost sure asymptotic stability of scalar stochastic delay equations: finite state Markov process (Q2888815)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Almost sure asymptotic stability of scalar stochastic delay equations: finite state Markov process |
scientific article; zbMATH DE number 6042636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure asymptotic stability of scalar stochastic delay equations: finite state Markov process |
scientific article; zbMATH DE number 6042636 |
Statements
4 June 2012
0 references
scalar delay differential equations
0 references
Markov process
0 references
random parametric fluctuations
0 references
0 references
0 references
0 references
Almost sure asymptotic stability of scalar stochastic delay equations: finite state Markov process (English)
0 references
The authors explore the almost-sure asymptotic stability of scalar delay differential equations with random parametric fluctuations that are modelled by a Markov process with finitely many states. The almost-sure stability is found by the construction of an appropriate asymptotic expansion for the exponential growth rate. The text is enchanced by the presence of some concrete examples.
0 references
