Stability of stochastic differential-algebraic equations with delay

被引：0

作者：

Thuan, Do Duc ^{[1
]}

Son, Nguyen Hong ^{[2
]}

机构：

[1] Hanoi Univ Sci & Technol, Fac Math & Informat, Hanoi, Vietnam

[2] Tran Quoc Tuan Univ, Fac Nat Sci, Son Tay, Hanoi, Vietnam

来源：

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 2024年 / 55卷 / 09期

关键词：

Stochastic differential-algebraic equations with delay; index; solvability; stability; SQUARE EXPONENTIAL STABILITY; ROBUST STABILITY; NEURAL-NETWORKS; CRITERIA; SYSTEMS;

D O I：

10.1080/00207721.2024.2321378

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The aim of this paper is to study solvability and stability of stochastic differential-algebraic equations (SDAEs) with delay. It is difficult to investigate these properties for SDAEs with delay because of the singularity of the leading coefficient matrix. An index-nu concept is derived for solvability of these equations. Stability of SDAEs with delay is studied by using the method of Lyapunov functions and comparison principle. An example is given to illustrate the results. To the best of our knowledge, these results are novel for SDAEs with delay.

引用

页码：1835 / 1850

页数：16

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