STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY

被引：0

作者：

Zhencheng Fan Dept of MathMinjiang UniversityFuzhou ^{[350108
]}

Yu Xiao Dept of MathHarbin Institute of TechnologyHarbin ^{[150001
]}

机构：

来源：

Annals of Differential Equations | 2009年 / 25卷 / 03期

关键词：

D O I：

暂无

中图分类号：

O211.63 [随机微分方程];

学科分类号：

摘要：

In this paper,we obtain suffcient conditions for the stability in p-th moment of the analytical solutions and the mean square stability of a stochastic differential equation with unbounded delay proposed in [6,10] using the explicit Euler method.

引用

页码：309 / 315

页数：7

共 50 条

[1] STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY
Zhencheng Fan (Dept. of Math.
) Yu Xiao (Dept. of Math.
Annals of Applied Mathematics, 2009, 25 (03) : 309 - 315
[2] ON THE GENERAL DECAY STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY
Meng, Xuejing
Yin, Baojian
JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, 2012, 49 (03) : 515 - 536
[3] Stability of a Class of Hybrid Neutral Stochastic Differential Equations with Unbounded Delay
Lu, Boliang
Song, Ruili
DISCRETE DYNAMICS IN NATURE AND SOCIETY, 2017, 2017
[4] STABILITY OF THE STOCHASTIC θ-METHOD FOR SUPER-LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY
Chen, Lin
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2019, 37 (05) : 704 - 720
[5] General decay pathwise stability of neutral stochastic differential equations with unbounded delay
Yang Zi Hu
Fu Ke Wu
Cheng Ming Huang
Acta Mathematica Sinica, English Series, 2011, 27 : 2153 - 2168
[6] General Decay Pathwise Stability of Neutral Stochastic Differential Equations with Unbounded Delay
Hu, Yang Zi
Wu, Fu Ke
Huang, Cheng Ming
ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2011, 27 (11) : 2153 - 2168
[7] Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate
Hu, Yangzi
Wu, Fuke
Huang, Chengming
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2012, 43 (02) : 308 - 318
[8] ON STOCHASTIC FUNCTIONAL-DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY
TUDOR, C
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 1987, 18 (06) : 1716 - 1725
[9] STABILITY OF STOCHASTIC DIFFERENTIAL DELAY EQUATIONS
SOPRONYUK, FO
TSARKOV, EF
DOPOVIDI AKADEMII NAUK UKRAINSKOI RSR SERIYA A-FIZIKO-MATEMATICHNI TA TECHNICHNI NAUKI, 1973, (04): : 347 - 350
[10] Asymptotic Stability of Neutral Differential Equations with Unbounded Delay
叶海平
高国柱
Journal of DongHua University, 2002, (03) : 85 - 88

← 1 2 3 4 5 →