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.
Creators(s): |
Li, Xiaoyue and Mao, Xuerong ![]() | Item type: | Article |
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ID code: | 40697 |
Keywords: | Itô's formula, LaSalle's theorem, nonnegative semimartingale convergence theorem, Probabilities. Mathematical statistics, Applied Mathematics, Statistics and Probability, Statistics, Probability and Uncertainty |
Subjects: | Science > Mathematics > Probabilities. Mathematical statistics |
Department: | Faculty of Science > Mathematics and Statistics |
Depositing user: | Pure Administrator |
Date deposited: | 02 Aug 2012 14:03 |
Last modified: | 01 Jan 2021 10:23 |
Related URLs: | |
URI: | https://strathprints.strath.ac.uk/id/eprint/40697 |
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