Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate

DOI10.1080/00207721.2010.495188zbMath1259.93128OpenAlexW1987525598MaRDI QIDQ4909279

Fuke Wu, Yangzi Hu, Cheng-Ming Huang

Publication date: 12 March 2013

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2010.495188

zbMATH Keywords

global solutionsunbounded delayneutral stochastic differential equations\(\psi\)-type stability

Mathematics Subject Classification ID

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

Related Items (8)

Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay ⋮ The stability with general decay rate of hybrid stochastic fractional differential equations driven by Lévy noise with impulsive effects ⋮ Approximate controllability for a semilinear stochastic evolution system with infinite delay in \(L_p\) space ⋮ Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise ⋮ The stability with general decay rate of neutral stochastic functional hybrid differential equations with Lévy noise ⋮ Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients ⋮ H_∞fault-tolerant control for time-varied actuator fault of nonlinear system ⋮ A note on attraction and stability of neutral stochastic delay differential equations with Markovian switching

Cites Work

• Exponential stability in mean square of neutral stochastic differential functional equations
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
• On the \(p\)th moment exponential stability criteria of neutral stochastic functional differential equations
• A note on the LaSalle-type theorems for stochastic differential delay equations
• Noise suppresses or expresses exponential growth
• Stochastic stabilization of differential systems with general decay rate
• LARGE TIME DECAY BEHAVIOR OF DYNAMICAL EQUATIONS WITH RANDOM PERTURBATION FEATURES
• ALMOST SURE POLYNOMIAL STABILITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS
• Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
• DECAY AND GROWTH RATES OF SOLUTIONS OF SCALAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY AND STATE DEPENDENT NOISE

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