Attraction and stochastic asymptotic stability and boundedness of stochastic functional differential equations with respect to semimartingales

被引：5

作者：

Yuan, Chenggui ^{[1
]}

Mao, Xuerong

机构：

[1] Univ Wales Swansea, Dept Math, Swansea SA2 8PP, W Glam, Wales

[2] Univ Strathclyde, Dept Stat & Modelling Sci, Glasgow, Lanark, Scotland

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2006年 / 24卷 / 06期

关键词：

boundedness; Ito's formula; Lyapunov function; stochastic asymptotic stability; supermartingale convergence theorem;

D O I：

10.1080/07362990600958937

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we will establish new results on the attraction for solutions to stochastic functional differential equations with respect to semimartingale. Most of the existing results stochastic stability use a single Lyapunov function, but we shall instead use multiple Lyapunov functions in the study of attraction. Moreover, from our results on the attraction follow several new criteria on almost surely asymptotic stability and boundedness of the solutions.

引用

页码：1169 / 1184

页数：16

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