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. ISSN 0167-6911 (In Press)
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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.
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Item type: Article ID code: 69300 Dates: DateEvent23 July 2019Published23 July 2019AcceptedSubjects: Science > Mathematics Department: Faculty of Science > Mathematics and Statistics Depositing user: Pure Administrator Date deposited: 12 Aug 2019 12:05 Last modified: 14 Apr 2024 00:49 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/69300