Behavior of solution of stochastic delay differential equation with additive fading perturbations

DOI10.1016/j.aml.2020.106640zbMath1453.34104OpenAlexW3045207174WikidataQ115360768 ScholiaQ115360768MaRDI QIDQ2006339

Leonid Shaikhet

Publication date: 8 October 2020

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2020.106640

zbMATH Keywords

linear matrix inequalitystochastic delay differential equationfading stochastic perturbationsasymptotically \(p\)-trivialwhite noise and Poisson's jumps

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Perturbations of functional-differential equations (34K27) Jump processes on general state spaces (60J76)

Related Items (2)

Stability in mean for uncertain delay differential equations based on new Lipschitz conditions ⋮ The long-time behavior of a stochastic SIR epidemic model with distributed delay and multidimensional Lévy jumps

Cites Work

• Unnamed Item
• Stability of delay differential equations with fading stochastic perturbations of the type of white noise and Poisson's jumps
• About stability of delay differential equations with square integrable level of stochastic perturbations
• Stability of the neoclassical growth model under perturbations of the type of Poisson's jumps: analytical and numerical analysis
• About stability of difference equations with continuous time and fading stochastic perturbations
• Determination of the inertia of a partitioned Hermitian matrix
• Lyapunov Functionals and Stability of Stochastic Functional Differential Equations
• About stability of difference equations with square summable level of stochastic perturbations

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