Razumikhin-type theorems on exponential stability of stochastic functional differential equations
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- Cheng, Pei & Deng, Feiqi, 2010. "Global exponential stability of impulsive stochastic functional differential systems," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1854-1862, December.
- Zihan Zou & Yinfang Song & Chi Zhao, 2022. "Razumikhin Theorems on Polynomial Stability of Neutral Stochastic Pantograph Differential Equations with Markovian Switching," Mathematics, MDPI, vol. 10(17), pages 1-15, August.
- Mao, Wei & Zhu, Quanxin & Mao, Xuerong, 2015. "Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps," Applied Mathematics and Computation, Elsevier, vol. 254(C), pages 252-265.
- Peng, Dongxue & Li, Xiaodi & Rakkiyappan, R. & Ding, Yanhui, 2021. "Stabilization of stochastic delayed systems: Event-triggered impulsive control," Applied Mathematics and Computation, Elsevier, vol. 401(C).
- Kao, Yonggui & Zhu, Quanxin & Qi, Wenhai, 2015. "Exponential stability and instability of impulsive stochastic functional differential equations with Markovian switching," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 795-804.
- Udom, Akaninyene Udo, 2012. "Exponential stabilization of stochastic interval system with time dependent parameters," European Journal of Operational Research, Elsevier, vol. 222(3), pages 523-528.
- Lijun Pan & Jinde Cao & Yong Ren, 2020. "Impulsive Stability of Stochastic Functional Differential Systems Driven by G-Brownian Motion," Mathematics, MDPI, vol. 8(2), pages 1-16, February.
- Mao, Wei & Hu, Liangjian & Mao, Xuerong, 2015. "The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 883-896.
- Natalya O. Sedova & Olga V. Druzhinina, 2023. "Exponential Stability of Nonlinear Time-Varying Delay Differential Equations via Lyapunov–Razumikhin Technique," Mathematics, MDPI, vol. 11(4), pages 1-15, February.
- Qi Wang & Huabin Chen & Chenggui Yuan, 2022. "A Note on Exponential Stability for Numerical Solution of Neutral Stochastic Functional Differential Equations," Mathematics, MDPI, vol. 10(6), pages 1-11, March.
- Li, Dingshi & Lin, Yusen, 2021. "Periodic measures of impulsive stochastic differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 148(C).
- Zhou, Jianping & Park, Ju H. & Ma, Qian, 2016. "Non-fragile observer-based H∞ control for stochastic time-delay systems," Applied Mathematics and Computation, Elsevier, vol. 291(C), pages 69-83.
- Shu, Huisheng & Wei, Guoliang, 2005. "H∞ analysis of nonlinear stochastic time-delay systems," Chaos, Solitons & Fractals, Elsevier, vol. 26(2), pages 637-647.
- Peng, Shiguo & Jia, Baoguo, 2010. "Some criteria on pth moment stability of impulsive stochastic functional differential equations," Statistics & Probability Letters, Elsevier, vol. 80(13-14), pages 1085-1092, July.
- Lifu Wang & Bo Shen, 2023. "On the Parallelization Upper Bound for Asynchronous Stochastic Gradients Descent in Non-convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 196(3), pages 900-935, March.
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Keywords
Lyapunov exponent Razumikhin theorem Brownian motion Burkholder-Davis-Gundy's inequality Borel-Cantelli lemma;Statistics
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