Explicit criteria for mean square exponential stability of stochastic differential equations

Applied Mathematics Letters ◽

10.1016/j.aml.2019.01.014 ◽

2019 ◽

Vol 93 ◽

pp. 22-28 ◽

Author(s):

Pham Huu Anh Ngoc

Keyword(s):

Differential Equations ◽

Exponential Stability ◽

Stochastic Differential Equations ◽

Mean Square ◽

Mean Square Exponential Stability ◽

Explicit Criteria

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Choice ofθand mean-square exponential stability in the stochastic theta method of stochastic differential equations

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2013.07.007 ◽

2014 ◽

Vol 255 ◽

pp. 837-847 ◽

Author(s):

Xiaofeng Zong ◽

Fuke Wu

Keyword(s):

Differential Equations ◽

Exponential Stability ◽

Stochastic Differential Equations ◽

Mean Square ◽

Mean Square Exponential Stability ◽

Stochastic Theta Method ◽

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Explicit Criteria for Mean Square Exponential Stability of Stochastic Linear Differential Equations with Distributed Delays

Vietnam Journal of Mathematics ◽

10.1007/s10013-019-00379-x ◽

2020 ◽

Vol 48 (1) ◽

pp. 159-169 ◽

Author(s):

Pham Huu Anh Ngoc

Keyword(s):

Differential Equations ◽

Exponential Stability ◽

Distributed Delays ◽

Linear Differential Equations ◽

Mean Square ◽

Mean Square Exponential Stability ◽

Linear Differential ◽

Explicit Criteria

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Split-step theta method for stochastic delay integro-differential equations with mean square exponential stability

Applied Mathematics and Computation ◽

10.1016/j.amc.2019.01.073 ◽

2019 ◽

Vol 353 ◽

pp. 320-328 ◽

Author(s):

Linna Liu ◽

Haoyi Mo ◽

Feiqi Deng

Keyword(s):

Differential Equations ◽

Exponential Stability ◽

Mean Square ◽

Stochastic Delay ◽

Mean Square Exponential Stability ◽

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New criteria for mean square exponential stability of stochastic delay differential equations

International Journal of Control ◽

10.1080/00207179.2020.1770334 ◽

2020 ◽

pp. 1-9

Author(s):

Pham Huu Anh Ngoc

Keyword(s):

Differential Equations ◽

Exponential Stability ◽

Delay Differential Equations ◽

Mean Square ◽

Stochastic Delay Differential Equations ◽

Stochastic Delay ◽

Mean Square Exponential Stability ◽

Delay Differential ◽

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Exponential stability in mean square for stochastic differential equations

Stochastic Analysis and Applications ◽

10.1080/07362999008809200 ◽

1990 ◽

Vol 8 (1) ◽

pp. 91-103 ◽

Author(s):

Xuerong Mao

Keyword(s):

Differential Equations ◽

Exponential Stability ◽

Stochastic Differential Equations ◽

Mean Square ◽

Stability In Mean Square

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Mean square exponential stability for stochastic functional differential equations with impulses

Nonlinear Analysis and Differential Equations ◽

10.12988/nade.2013.13002 ◽

2013 ◽

Vol 1 ◽

pp. 15-22

Author(s):

Nan Ding

Keyword(s):

Differential Equations ◽

Exponential Stability ◽

Functional Differential Equations ◽

Mean Square ◽

Stochastic Functional Differential Equations ◽

Mean Square Exponential Stability ◽

Functional Differential ◽

Stochastic Functional

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A novel approach to mean square exponential stability of stochastic delay differential equations

IEEE Transactions on Automatic Control ◽

10.1109/tac.2020.3005587 ◽

2020 ◽

pp. 1-1

Author(s):

Pham Huu Anh Ngoc ◽

Hieu Le Trung

Keyword(s):

Differential Equations ◽

Exponential Stability ◽

Delay Differential Equations ◽

Mean Square ◽

Stochastic Delay Differential Equations ◽

Stochastic Delay ◽

Novel Approach ◽

Mean Square Exponential Stability ◽

Delay Differential

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Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations

Journal of Applied Mathematics and Computing ◽

10.1007/s12190-011-0510-3 ◽

2011 ◽

Vol 39 (1-2) ◽

pp. 69-87 ◽

Author(s):

Qiyong Li ◽

Siqing Gan

Keyword(s):

Differential Equations ◽

Exponential Stability ◽

Mean Square ◽

Stochastic Delay ◽

Mean Square Exponential Stability

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Existence and mean-square exponential stability of mild solutions for impulsive stochastic partial differential equations with noncompact semigroup

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2019.123717 ◽

2020 ◽

Vol 484 (1) ◽

pp. 123717

Author(s):

Dongdong Gao ◽

Jianli Li

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Exponential Stability ◽

Stochastic Partial Differential Equations ◽

Mild Solutions ◽

Mean Square ◽

Partial Differential ◽

Mean Square Exponential Stability

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Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations

International Journal of Computer Mathematics ◽

10.1080/00207160.2014.887699 ◽

2014 ◽

Vol 92 (1) ◽

pp. 132-150 ◽

Author(s):

Zhanhua Yu

Keyword(s):

Differential Equations ◽

Exponential Stability ◽

Numerical Solutions ◽

Functional Differential Equations ◽

Mean Square ◽

Stochastic Functional Differential Equations ◽

Mean Square Exponential Stability ◽

Functional Differential ◽

Stochastic Functional

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