کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
9509358 1341389 2005 24 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Exponential stability in p-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Exponential stability in p-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
چکیده انگلیسی
The analysis proceeds as follows: We show that an inequality of Halanay type (derivable via comparison theory) can be employed to derive conditions for p-th mean stability of a solution. We then produce a discrete analogue of the Halanay-type theory, that permits us to develop a p-th mean stability analysis of analogous stochastic difference equations. The application of the theoretical results is illustrated by deriving mean-square stability conditions for solutions and numerical solutions of a constant-coefficient linear test equation.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 184, Issue 2, 15 December 2005, Pages 404-427
نویسندگان
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