Li, Xiaoyue and Mao, Xuerong (2012) The improved LaSalle-type theorems for stochastic differential delay equations. Stochastic Analysis and Applications, 30 (4). pp. 568-589. ISSN 0736-2994
Full text not available in this repository. (Request a copy from the Strathclyde author)Official URL: http://dx.doi.org/10.1080/07362994.2012.684320
Abstract
The main aim of this article is to deal with the almost-sure stability of stochastic differential delay equations. Our improved theorems give better results while conditions imposed on the Lyapunov function are much weaker, thus, it is easier to find a right Lyapunov function in application.
| Item type: | Article |
|---|---|
| ID code: | 40697 |
| Keywords: | Itô's formula, LaSalle's theorem, nonnegative semimartingale convergence theorem, Probabilities. Mathematical statistics |
| Subjects: | Science > Mathematics > Probabilities. Mathematical statistics |
| Department: | Faculty of Science > Mathematics and Statistics |
| Related URLs: | |
| Depositing user: | Pure Administrator |
| Date Deposited: | 02 Aug 2012 15:03 |
| Last modified: | 02 Aug 2012 15:03 |
| URI: | http://strathprints.strath.ac.uk/id/eprint/40697 |
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