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The improved LaSalle-type theorems for stochastic differential delay equations

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

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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.