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: https://orcid.org/0000-0002-6768-9864;-
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Item type: Article ID code: 69300 Dates: DateEvent1 October 2019Published20 August 2019Published Online23 July 2019Accepted2 April 2019SubmittedNotes: © 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: 07 Oct 2024 00:21 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/69300