LaSalle-type theorems for stochastic differential delay equations

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:236

Article

Mao, XR

关键词: Lyapunov function;    LaSalle's theorem;    supermartingale convergence theorem;    Ito's formula;   

DOI  :  10.1006/jmaa.1999.6435

来源: Elsevier

【 摘 要 】

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. (C) 1999 Academic Press.

【 授权许可】

Free