Exponential stability of stochastic differential delay equations

Stochastics and Stochastics Reports ◽

10.1080/17442509708834102 ◽

1997 ◽

Vol 60 (1-2) ◽

pp. 135-153 ◽

Author(s):

Xuerong Mao ◽

Anita Shah

Keyword(s):

Exponential Stability ◽

Delay Equations ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations

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Robustness of exponential stability of stochastic differential delay equations

IEEE Transactions on Automatic Control ◽

10.1109/9.486647 ◽

1996 ◽

Vol 41 (3) ◽

pp. 442-447 ◽

Author(s):

X. Mao

Keyword(s):

Exponential Stability ◽

Delay Equations ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations

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The pth moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2018.10.072 ◽

2019 ◽

Vol 471 (1-2) ◽

pp. 197-210 ◽

Author(s):

Haidan Li ◽

Quanxin Zhu

Keyword(s):

Exponential Stability ◽

Delay Equations ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations ◽

Poisson Jump ◽

Almost Surely Exponential Stability ◽

Pth Moment Exponential Stability ◽

Moment Exponential Stability

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EXPONENTIAL STABILITY FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS IN HILBERT SPACES

The Quarterly Journal of Mathematics ◽

10.1093/qmath/42.1.77 ◽

1991 ◽

Vol 42 (1) ◽

pp. 77-85 ◽

Author(s):

XUERONG MAO

Keyword(s):

Exponential Stability ◽

Hilbert Spaces ◽

Delay Equations ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations

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On exponential stability of hybrid neutral stochastic differential delay equations with different structures

Nonlinear Analysis Hybrid Systems ◽

10.1016/j.nahs.2020.100971 ◽

2021 ◽

Vol 39 ◽

pp. 100971

Author(s):

Aiqing Wu ◽

Surong You ◽

Wei Mao ◽

Xuerong Mao ◽

Liangjian Hu

Keyword(s):

Exponential Stability ◽

Delay Equations ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations

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A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index>12

Statistics & Probability Letters ◽

10.1016/j.spl.2018.02.064 ◽

2018 ◽

Vol 138 ◽

pp. 127-136 ◽

Author(s):

Phan Thanh Hong ◽

Cao Tan Binh

Keyword(s):

Brownian Motion ◽

Exponential Stability ◽

Fractional Brownian Motion ◽

Delay Equations ◽

Hurst Index ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations

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Exponential stability of equidistant Euler–Maruyama approximations of stochastic differential delay equations

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2005.11.035 ◽

2007 ◽

Vol 200 (1) ◽

pp. 297-316 ◽

Author(s):

Xuerong Mao

Keyword(s):

Exponential Stability ◽

Delay Equations ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations

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Exponential stability of stochastic differential (delay) equations with Markovian switching

Wuhan University Journal of Natural Sciences ◽

10.1007/bf02912139 ◽

2002 ◽

Vol 7 (3) ◽

pp. 273-273

Author(s):

Li Bi-wen ◽

Li Guang-qin

Keyword(s):

Exponential Stability ◽

Delay Equations ◽

Markovian Switching ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations

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Exponential Stability of Highly Nonlinear Neutral Stochastic Differential Delay Equations

2018 37th Chinese Control Conference (CCC) ◽

10.23919/chicc.2018.8482554 ◽

2018 ◽

Author(s):

Yinghui Hu ◽

Xiaofeng Zong ◽

Jinhua She

Keyword(s):

Exponential Stability ◽

Delay Equations ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations ◽

Highly Nonlinear

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Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2018.03.001 ◽

2018 ◽

Vol 340 ◽

pp. 334-341 ◽

Author(s):

Guangqiang Lan

Keyword(s):

Exponential Stability ◽

Delay Equations ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations ◽

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Almost Sure Exponential Stability of Stochastic Differential Delay Equations

SIAM Journal on Control and Optimization ◽

10.1137/15m1019465 ◽

2016 ◽

Vol 54 (4) ◽

pp. 1919-1933 ◽

Author(s):

Qian Guo ◽

Xuerong Mao ◽

Rongxian Yue

Keyword(s):

Exponential Stability ◽

Delay Equations ◽

Differential Delay ◽

Almost Sure Exponential Stability ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations

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