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Volumn 19, Issue 1, 2001, Pages 67-84

Almost sure exponential stability of delay equations with damped stochastic perturbation

Author keywords

Brownian motion; Ito's formula; Lyapunov function; Stability

Indexed keywords


EID: 0035582005     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-100001183     Document Type: Article
Times cited : (12)

References (13)
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    • Arnold, L.1    Oeljeklaus, E.2    Pardoux, E.3
  • 2
    • 0001549366 scopus 로고
    • Necessary and sufficient conditions for the asymptotic stability of linear stochastic systems
    • Hasminskii, R.Z. Necessary and Sufficient Conditions for the Asymptotic Stability of Linear Stochastic Systems. Theo. Probab. Appl. 1967, 12, 144-147.
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    • Hasminskii, R.Z.1
  • 3
    • 0003649950 scopus 로고
    • Sijtjoff and Noordhoff: Alphen, 1980 translation of the Russian edition, Nauka: Moscow
    • Hasminskii, R.Z. Stochastic Stability of Differential Equations. Sijtjoff and Noordhoff: Alphen, 1980 (translation of the Russian edition, Nauka: Moscow, 1969).
    • (1969) Stochastic Stability of Differential Equations
    • Hasminskii, R.Z.1
  • 4
    • 0002991074 scopus 로고
    • Exponential stability for stochastic differential delay equations in hubert spaces
    • Mao, X. Exponential Stability for Stochastic Differential Delay Equations in Hubert Spaces, Q. J. Math. Oxford 1991, 42 (2), 77-85.
    • (1991) Q. J. Math. Oxford , vol.42 , Issue.2 , pp. 77-85
    • Mao, X.1
  • 5
    • 0021469304 scopus 로고
    • Stochastic hereditary equations: Existence and asymptotic stability
    • Mizel, V.; Trutzer, V. Stochastic Hereditary Equations: Existence and Asymptotic Stability. J. Integral Equs. 1984, 7, 1-72.
    • (1984) J. Integral Equs. , vol.7 , pp. 1-72
    • Mizel, V.1    Trutzer, V.2
  • 6
    • 36849111143 scopus 로고
    • Differential inequalities and stochastic functional differential equations
    • Ladde, G.S. Differential Inequalities and Stochastic Functional Differential Equations. J. Math. Phys. 1974, 75 (6), 738-743.
    • (1974) J. Math. Phys. , vol.75 , Issue.6 , pp. 738-743
    • Ladde, G.S.1
  • 7
    • 0002179359 scopus 로고
    • Stochastic stability analysis of model ecosystems with time-delay
    • Busenberg, S.N., Cook, K., Eds; Academic Press: New York
    • Ladde, G.S. Stochastic Stability Analysis of Model Ecosystems with Time-delay. In Differential Equations and Applications in Biology, Epidemics, and Population Problems; Busenberg, S.N., Cook, K., Eds; Academic Press: New York, 1981; 215-228.
    • (1981) Differential Equations and Applications in Biology, Epidemics, and Population Problems , pp. 215-228
    • Ladde, G.S.1
  • 8
    • 0009304630 scopus 로고
    • The lyapunov spectrum and stable manifolds for stochastic linear delay equations
    • Mohammed, S.-E.A. The Lyapunov Spectrum and Stable Manifolds for Stochastic Linear Delay Equations. Stoch. Stoch. Rep. 1990, 29, 89-131.
    • (1990) Stoch. Stoch. Rep. , vol.29 , pp. 89-131
    • Mohammed, S.-E.A.1
  • 9
    • 0040986108 scopus 로고
    • Almost sure exponential stability for delay stochastic differential equations with respect to semimartingales
    • Mao, X. Almost Sure Exponential Stability for Delay Stochastic Differential Equations with Respect to Semimartingales. Stoch. Anal. Appl. 1991, 9 (2), 177-194.
    • (1991) Stoch. Anal. Appl. , vol.9 , Issue.2 , pp. 177-194
    • Mao, X.1
  • 10
    • 70449356266 scopus 로고
    • Existence and uniqueness of delay stochastic integral equations
    • Mao, X. Existence and Uniqueness of Delay Stochastic Integral Equations. Stoch. Anal. Appl. 1989, 7(1), 59-74.
    • (1989) Stoch. Anal. Appl. , vol.7 , Issue.1 , pp. 59-74
    • Mao, X.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.