Behavior of solution of stochastic delay differential equation with additive fading perturbations

被引：3

作者：

Shaikhet, Leonid ^{[1
]}

机构：

[1] Ariel Univ, Dept Math, IL-40700 Ariel, Israel

来源：

APPLIED MATHEMATICS LETTERS | 2021年 / 111卷

关键词：

Stochastic delay differential equation; Fading stochastic perturbations; White noise and Poisson's jumps; Asymptotically p-trivial; Linear matrix inequality; STABILITY;

D O I：

10.1016/j.aml.2020.106640

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The effect of additive fading stochastic perturbations of the type of white noise and Poisson's jumps on an exponentially p-stable zero solution of a stochastic delay differential equation is studying. Condition on the rate of perturbations fading is obtained by which the solution of the perturbed stochastic delay differential equation remains asymptotically p-trivial. The obtained conditions are formulated in the terms of Lyapunov functionals and linear matrix inequalities (LMIs) and are demonstrated by some illustrative examples with numerical simulation. (C) 2020 Elsevier Ltd. All rights reserved.

引用

页数：9

共 9 条

[1]

Gikhman I. I., 2007, Stochastic Differential Equations

[2]

Haynsworth EV., 1968, BASEL MATH NOTES BMN, V20

[3] AN OUTLINE OF THE DYNAMICS OF ANIMAL POPULATIONS [J].