Two unsolved problems in the stability theory of stochastic differential equations with delay

DOI10.1016/j.aml.2011.10.002zbMath1247.60086OpenAlexW2056690744MaRDI QIDQ427693

Leonid Shaikhet

Publication date: 14 June 2012

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2011.10.002

zbMATH Keywords

stabilitydelaystochastic differential equationsunsolved problemsnecessary and sufficient condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Stability of stochastic SIRS epidemic models with saturated incidence rates and delay

Cites Work

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• The necessary and sufficient conditions for the stability of linear systems with an arbitrary delay
• About an unsolved stability problem for a stochastic difference equation with continuous time
• Lyapunov Functionals and Stability of Stochastic Difference Equations

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