Robust stability of uncertain stochastic differential delay equations

Mao, Xuerong and Koroleva, Natalia and Rodkina, Alexandra (1998) Robust stability of uncertain stochastic differential delay equations. Systems and Control Letters, 35 (5). pp. 325-336. ISSN 0167-6911 (https://doi.org/10.1016/S0167-6911(98)00080-2)

Abstract

In this paper we first discuss the robust stability of uncertain linear stochastic differential delay equations. We then extend the theory to cope with the robust stability of uncertain semi-linear stochastic differential delay equations. We shall also give several examples to illustrate our theory.

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• Item metadata

  Item type:	Article
  ID code:	57413
  Dates:	Date Event 14 December 1998 Published
  Subjects:	Science > Mathematics
  Department:	Faculty of Science > Mathematics and Statistics
  Depositing user:	Pure Administrator
  Date deposited:	15 Aug 2016 10:33
  Last modified:	08 Apr 2024 22:48
  Related URLs:	Scopus publication
  URI:	https://strathprints.strath.ac.uk/id/eprint/57413