Stability in distribution of stochastic functional differential equations

DOI10.1016/j.sysconle.2019.104513zbMath1425.93299OpenAlexW2969915891MaRDI QIDQ2327409

Ya Wang, Fuke Wu, Xuerong Mao

Publication date: 14 October 2019

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

Full work available at URL: https://strathprints.strath.ac.uk/69300/

zbMATH Keywords

Brownian motionItô formulastochastic functional differential equationsstability in distribution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control/observation systems governed by functional-differential equations (93C23) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50)

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