On stability of solutions of stochastic delay differential equations

DOI10.1016/J.SYSCONLE.2022.105384zbMath1505.93211OpenAlexW4297330029WikidataQ115340900 ScholiaQ115340900MaRDI QIDQ2107623

Pham Huu Anh Ngoc, Ky Quan Tran

Publication date: 2 December 2022

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2022.105384

zbMATH Keywords

almost sure exponential stabilitystochastic delay differential equationsexponential stability in mean squareEuler-Maruyama approximation method

Mathematics Subject Classification ID

Control/observation systems governed by functional-differential equations (93C23) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50) Exponential stability (93D23)

Related Items (3)

Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching ⋮ Exponential stability of stochastic functional differential equations with impulsive perturbations and Markovian switching ⋮ On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay

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