New Type of Stability Criteria for Stochastic Functional Differential Equations via Lyapunov Functions

DOI10.1137/130948203zbMath1300.93181OpenAlexW2070365749MaRDI QIDQ2930959

Xue-yan Zhao, Fei Qi Deng

Publication date: 21 November 2014

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/130948203

zbMATH Keywords

Lyapunov functionsstability criterionstochastic functional differential equationsfreezing operatorquasi-negative definiteness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50) Stochastic systems in control theory (general) (93E03)

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