scholarly journals Almost sure exponential stability of numerical solutions for stochastic delay differential equations

2010 ◽  
Vol 115 (4) ◽  
pp. 681-697 ◽  
Author(s):  
Fuke Wu ◽  
Xuerong Mao ◽  
Lukas Szpruch
Keyword(s):  
Differential Equations ◽  
Exponential Stability ◽  
Delay Differential Equations ◽  
Numerical Solutions ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Almost Sure Exponential Stability ◽  
Delay Differential

scholarly journals Stability and Stabilization of Impulsive Stochastic Delay Differential Equations

2012 ◽  
Vol 2012 ◽  
pp. 1-16 ◽  
Author(s):  
Kaining Wu ◽  
Xiaohua Ding
Keyword(s):  
Differential Equations ◽  
Exponential Stability ◽  
Delay Differential Equations ◽  
Sufficient Conditions ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Almost Sure Exponential Stability ◽  
Stability And Stabilization ◽  
The Stability ◽  
Delay Differential

We consider the stability and stabilization of impulsive stochastic delay differential equations (ISDDEs). Using the Lyapunov-Razumikhin method, we obtain the sufficient conditions to guarantee thepth moment exponential stability of ISDDEs. Then the almost sure exponential stability is considered and the sufficient conditions of the almost sure exponential stability are obtained. Moreover, the stabilization problem of ISDDEs is studied and the criterion on impulsive stabilization of ISDDEs is established. At last, examples are presented to illustrate the correctness of our results.

scholarly journals Stability analysis of stochastic delay differential equations with Markovian switching driven by L${\acute{e}}$vy noise

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Yanqiang Chang ◽  
Huabin Chen
Keyword(s):  
Stability Analysis ◽  
Differential Equations ◽  
Exponential Stability ◽  
Delay Differential Equations ◽  
Existence And Uniqueness ◽  
Markovian Switching ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Almost Surely Exponential Stability ◽  
Delay Differential

<p style='text-indent:20px;'>In this paper, the existence and uniquenesss, stability analysis for stochastic delay differential equations with Markovian switching driven by L<inline-formula><tex-math id="M1">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise are studied. The existence and uniqueness of such equations is simply shown by using the Picard iterative methodology. By using the generalized integral, the Lyapunov-Krasovskii function and the theory of stochastic analysis, the exponential stability in <inline-formula><tex-math id="M2">\begin{document}$ p $\end{document}</tex-math></inline-formula>th(<inline-formula><tex-math id="M3">\begin{document}$ p\geq2 $\end{document}</tex-math></inline-formula>) for stochastic delay differential equations with Markovian switching driven by L<inline-formula><tex-math id="M4">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise is firstly investigated. The almost surely exponential stability is also applied. Finally, an example is provided to verify our results derived.</p>

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