On Moment Stability of Linear Systems with a Stochastic Delay Variation

2009 ◽  
pp. 3-13
Author(s):  
Erik I. Verriest ◽  
Wim Michiels
Keyword(s):  
Linear Systems ◽  
Stochastic Delay ◽  
Moment Stability ◽  
Delay Variation

Stability of Neutral Stochastic Delay Differential Equation

2012 ◽  
Vol 192 ◽  
pp. 346-350
Author(s):  
Rong Hu ◽  
De Jun Shao
Keyword(s):  
Differential Equation ◽  
Lyapunov Function ◽  
Two Dimensional ◽  
Stochastic Delay ◽  
Variable Delays ◽  
Multiple Variable ◽  
Stochastic Delay Differential Equation ◽  
The Stability ◽  
Delay Differential ◽  
Moment Stability

The paper discusses the pth moment stability of neutral stochastic differential equation with multiple variable delays. The stability is more general and representative than the exponential stability. This investigation uses a specific Lyapunov function based on usual methods. And it discusses the neutral stochastic differential equations with multiple variable delays which is much more general form. Finally a two dimensional half-linear example is discussed to illustrate the theory.

Asymptotic 2p-moment stability of stochastic linear systems

1999 ◽  
Vol 26 (1) ◽  
pp. 21-29
Author(s):  
Costas Papadimitriou ◽  
Lambros S. Katafygiotis ◽  
James L. Beck
Keyword(s):  
Linear Systems ◽  
Stochastic Linear Systems ◽  
Moment Stability

Stability of Neutral Stochastic Delay Differential Equations with Infinite Delay

2013 ◽  
Vol 288 ◽  
pp. 105-108
Author(s):  
Rong Hu ◽  
De Jun Shao
Keyword(s):  
Delay Differential Equations ◽  
Linear Growth ◽  
Infinite Delay ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Stability Of Solution ◽  
Linear Growth Condition ◽  
The Stability ◽  
Delay Differential ◽  
Moment Stability

This paper considers the pth moment stability of solution to neutral stochastic delay differential equation with infinite delay with local Lipschitz condition but neither the linear growth condition. The stability is more general and representative than the exponential stability. This investigation uses a specific Lyapunov function based on usual methods. An example is discussed to illustrate the theory.

Sign in / Sign up

Export Citation Format

Share Document