The almost sure asymptotic stability and pth moment asymptotic stability of nonlinear stochastic delay differential systems with polynomial growth

DOI10.1002/ASJC.393zbMath1303.93149OpenAlexW2101231950MaRDI QIDQ2937851

Lei Liu, Yi Shen

Publication date: 13 January 2015

Published in: Asian Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asjc.393

zbMATH Keywords

polynomial growthBrownian motionItô's formula\(p\)th moment asymptotic stabilityalmost sure asymptotic stabilitystochastic delay differential system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

Related Items (5)

\(p\)th moment asymptotic interval stability and stabilization of linear stochastic systems via generalized \(\mathcal{H} \)-representation ⋮ Adaptive Stabilization for a Class of Stochastic Nonlinearly Parameterized Nonholonomic Systems with Unknown Control Coefficients ⋮ Convergence and asymptotic stability of an explicit numerical method for non-autonomous stochastic differential equations ⋮ Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function ⋮ General decay asymptotic stability of neutral stochastic differential delayed equations with Markov switching

Cites Work

• LaSalle-type theorems for stochastic differential delay equations
• Exponential stability of stochastic delay interval systems
• A note on the LaSalle-type theorems for stochastic differential delay equations
• Razumikhin-type theorems on stability of stochastic retarded systems
• Robustness of exponential stability of stochastic differential delay equations
• Khasminskii-Type Theorems for Stochastic Differential Delay Equations

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