Razumikhin-type theorems on exponential stability of stochastic functional differential equations
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- 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.
- 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).
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
More about this item
Keywords
Lyapunov exponent Razumikhin theorem Brownian motion Burkholder-Davis-Gundy's inequality Borel-Cantelli lemma;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:65:y:1996:i:2:p:233-250. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.