Moment decay rates of stochastic differential equations with time-varying delay

DOI10.2298/FIL1001115JzbMath1299.60068MaRDI QIDQ5412662

Svetlana Janković, Gorica Pavlović

Publication date: 25 April 2014

Published in: Filomat (Search for Journal in Brave)

zbMATH Keywords

stochastic differential delay equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (5)

The Razumikhin approach on general decay stability for neutral stochastic functional differential equations ⋮ Unnamed Item ⋮ Caratheodory's approximate solution to stochastic differential delay equation ⋮ Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching ⋮ The stability with a general decay of stochastic delay differential equations with Markovian switching

This page was built for publication: Moment decay rates of stochastic differential equations with time-varying delay