Stability of Stochastic Delay Differential Equation with a Small Parameter

DOI10.1080/07362990802128271zbMath1145.93052OpenAlexW2954344910WikidataQ115297298 ScholiaQ115297298MaRDI QIDQ3518301

Kandethody M. Ramachandran

Publication date: 7 August 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990802128271

zbMATH Keywords

stabilityrecurrencedelay differential equationsperturbed Lyapunov function methodwideband noise perturbation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Lyapunov and storage functions (93D30) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50)

Related Items (4)

Fast-slow-coupled stochastic functional differential equations ⋮ Weak convergence and stability of stochastic hybrid systems with random delay driven by a singularly perturbed Markov chain ⋮ An averaging principle for two-time-scale stochastic functional differential equations ⋮ Stability in mean for uncertain delay differential equations based on new Lipschitz conditions

Cites Work

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• A differential delay equation with wideband noise perturbations
• Stochastic stabilisation of functional differential equations
• On the stability of processes defined by stochastic difference- differential equations
• Some limit theorems for stochastic delay-differential equations

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