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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.

Item type: Article
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: 07 Jul 2017 04:19
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URI: https://strathprints.strath.ac.uk/id/eprint/40697
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