A Novel Approach to Mean Square Exponential Stability of Stochastic Delay Differential Equations
Pham Huu Anh Ngoc, Lê Trung Hiếu
Abstract
We present a novel approach to the mean square exponential stability of stochastic delay differential equations. Consequently, some new explicit criteria for the mean square exponential stability of general nonlinear stochastic delay differential equations are derived. Both delay-independent and delay-dependent stability criteria are given, and illustrative examples are also provided.
Topics & Concepts
Mean squareMathematicsExponential stabilityDelay differential equationNonlinear systemExponential functionApplied mathematicsStability (learning theory)Stochastic differential equationDifferential equationControl theory (sociology)Mathematical analysisComputer sciencePhysicsControl (management)Quantum mechanicsArtificial intelligenceMachine learningNeural Networks Stability and SynchronizationStability and Controllability of Differential EquationsStability and Control of Uncertain Systems