Stability in probability of nonlinear stochastic systems with delay
type: Item
instance of: scholarly article
title: Stability in probability of nonlinear stochastic systems with delay
zbMATH Open document ID: 0843.93086
DOI: 10.1007/BF02309404
published in: Mathematical Notes
publication date: 1996-02-21T00:00:00Z
review text: This paper considers a stochastic differential equation with a right hand side that has terms that are linear in delayed state, terms where delayed states are multiplied by Wiener processes, and terms that are nonlinear functions of the delayed state with available upper bounds in terms of the powers of the state. The Lyapunov method is used to derive a sufficient condition for the stability in probability of the null solution.
Mathematics Subject Classification ID: 93E15
Mathematics Subject Classification ID: 93C10
Mathematics Subject Classification ID: 34K35
zbMATH DE Number: 846470
zbMATH Keywords: functional differential
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: delay
zbMATH Keywords: Lyapunov method
zbMATH Keywords: stability
author: Leonid Shaikhet
reviewed by: Edwin Engin Yaz
MaRDI profile type: Publication
cites work: Q5556832
cites work: Stability of functional differential equations
full work available at URL: https://doi.org/10.1007/bf02309404
OpenAlex ID: W2076957507
description: scientific article; zbMATH DE number 846470