Title of article :
LaSalle-Type Theorems for Stochastic Differential
Delay EquationsU
Author/Authors :
Xuerong Mao، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 1999
Abstract :
The main aim of this paper is to establish the LaSalle-type asymptotic convergence
theorems for the solutions of stochastic differential delay equations. These
stochastic versions are then applied to establish sufficient criteria for the stochastically
asymptotic stability of the delay equations. Several examples are also given for
illustration.
Keywords :
lyapunov function , supermartingale convergencetheorem , Itˆo’s formula. , LaSalle’s theorem
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications