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

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.

ORCID iDs

Mao, Xuerong ORCID: https://orcid.org/0000-0002-6768-9864

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• Item metadata

  Item type:	Article
  ID code:	40697
  Dates:	Date Event 2012 Published 18 June 2012 Published Online
  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:	02 Jul 2021 02:57
  Related URLs:	Scopus publication
  URI:	https://strathprints.strath.ac.uk/id/eprint/40697