Stability in probability of nonlinear stochastic systems with delay
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.
scientific article; zbMATH DE number 846470