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

[21] Robustness of exponential stability of stochastic differential delay equations
Mao, X
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1996, 41 (03) : 442 - 447
[22] Stability of numerical solutions to stochastic differential delay equations
Mao, XR
7TH WORLD MULTICONFERENCE ON SYSTEMICS, CYBERNETICS AND INFORMATICS, VOL XVI, PROCEEDINGS: SYSTEMICS AND INFORMATION SYSTEMS, TECHNOLOGIES AND APPLICATION, 2003, : 284 - 289
[23] Stability theorem for a class of nonautonomous neutral differential equations with unbounded delay
Ye, HP
Gao, GZ
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2001, 258 (02) : 556 - 564
[24] Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
Obradovic, Maja
Milosevic, Marija
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2017, 309 : 244 - 266
[25] Almost Sure Decay Stability of the Backward Euler-Maruyama Scheme for Stochastic Differential Equations with Unbounded Delay
Chen, Lin
Wu, Fuke
ADVANCES IN COMPUTING, CONTROL AND INDUSTRIAL ENGINEERING, 2012, 235 : 39 - 44
[26] AN EULER SCHEME FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS ON UNBOUNDED DOMAINS: PATHWISE CONVERGENCE
Akhtari, Bahareh
Babolian, Esmail
Neuenkirch, Andreas
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2015, 20 (01): : 23 - 38
[27] Stability of stochastic θ-methods for stochastic delay integro-differential equations
Hu, Peng
Huang, Chengming
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2011, 88 (07) : 1417 - 1429
[28] ASYMPTOTIC STABILITY FOR EQUATIONS WITH UNBOUNDED DELAY
RAO, MRM
SIVASUNDARAM, S
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1988, 131 (01) : 97 - 105
[29] Delay dependent stability of stochastic split-step θ methods for stochastic delay differential equations
Hu, Peng
Huang, Chengming
APPLIED MATHEMATICS AND COMPUTATION, 2018, 339 : 663 - 674
[30] DELAY-DEPENDENT STABILITY CONDITIONS FOR DELAY DIFFERENTIAL EQUATIONS WITH UNBOUNDED OPERATORS IN BANACH SPACES
Gil, Michael
ELECTRONIC JOURNAL OF DIFFERENTIAL EQUATIONS, 2024, 2024 (76) : 1 - 8

← 1 2 3 4 5 →