Stability in distribution of stochastic functional differential equations

Wang, Ya and Wu, Fuke and Mao, Xuerong (2019) Stability in distribution of stochastic functional differential equations. Systems and Control Letters, 132. pp. 1-10. 104513. ISSN 0167-6911 (https://doi.org/10.1016/j.sysconle.2019.104513)

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Abstract

In this paper we investigate the stability in distribution for a class of stochastic functional differential equations (SFDEs), which include stochastic differential delay equations (SDDEs). Although stability in distribution has been studied by several authors recently, there is so far no stability-in-distribution criterion on SFDEs where the terms involved the delay components are highly nonlinear (not bounded by linear functions). In this paper we will establish the sufficient criteria on the stability in distribution for a class of highly nonlinear SFDEs. Two examples will be given to illustrate our new results. We also explain the reason why the existing stability-in-distribution criteria are not applicable by these two examples.

ORCID iDs

Wang, Ya, Wu, Fuke and Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864;
  • Item type:Article
    ID code:69300
    Dates:
    Date
    Event
    1 October 2019
    Published
    20 August 2019
    Published Online
    23 July 2019
    Accepted
    2 April 2019
    Submitted
    Notes:© 2019 Elsevier B.V. All rights reserved. Ya Wang, Fuke Wu, Xuerong Mao, Stability in distribution of stochastic functional differential equations, Systems & Control Letters, Volume 132, 2019, 104513, https://doi.org/10.1016/j.sysconle.2019.104513
    Subjects:Science > Mathematics
    Department:Faculty of Science > Mathematics and Statistics
    Depositing user: Pure Administrator
    Date deposited:12 Aug 2019 12:05
    Last modified:17 Nov 2024 01:16
    Related URLs:
    URI:https://strathprints.strath.ac.uk/id/eprint/69300
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