Holder Type Conditions for Stability of Stochastic Functional Differential Equations

DOI10.1081/SAP-120024704zbMath1030.60046OpenAlexW2109979687MaRDI QIDQ4421482

T. E. Govindan

Publication date: 27 August 2003

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

Full work available at URL: https://doi.org/10.1081/sap-120024704

zbMATH Keywords

comparison principlesuccessive approximationsstochastic functional differential equationsasymptotic stability in probabilityexponential stability in the quadratic mean

Mathematics Subject Classification ID

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

Related Items (1)

Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces

Cites Work

• Successive approximations to solutions of stochastic differential equations
• Asymptotic stability of the linear Ito equation in infinite dimensions
• Introduction to functional differential equations
• Stability of epidemic model with time delays influenced by stochastic perturbations
• On existence and uniqueness of solution of stochastic differential equations with heredity
• Stability and Optimal Control of Stochastic Functional-Differential Equations With Memory
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