Input-to-State Stability of Linear Stochastic Functional Differential Equations
Joint Authors
Kadiev, Ramazan
Ponosov, Arcady
Source
Issue
Vol. 2016, Issue 2016 (31 Dec. 2016), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2016-04-28
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
The purpose of the paper is to show how asymptotic properties, first of all stochastic Lyapunov stability, of linear stochastic functional differential equations can be studied via the property of solvability of the equation in certain pairs of spaces of stochastic processes, the property which we call input-to-state stability with respect to these spaces.
Input-to-state stability and hence the desired asymptotic properties can be effectively verified by means of a special regularization, also known as “the W-method” in the literature.
How this framework provides verifiable conditions of different kinds of stochastic stability is shown.
American Psychological Association (APA)
Kadiev, Ramazan& Ponosov, Arcady. 2016. Input-to-State Stability of Linear Stochastic Functional Differential Equations. Journal of Function Spaces،Vol. 2016, no. 2016, pp.1-12.
https://search.emarefa.net/detail/BIM-1108663
Modern Language Association (MLA)
Kadiev, Ramazan& Ponosov, Arcady. Input-to-State Stability of Linear Stochastic Functional Differential Equations. Journal of Function Spaces No. 2016 (2016), pp.1-12.
https://search.emarefa.net/detail/BIM-1108663
American Medical Association (AMA)
Kadiev, Ramazan& Ponosov, Arcady. Input-to-State Stability of Linear Stochastic Functional Differential Equations. Journal of Function Spaces. 2016. Vol. 2016, no. 2016, pp.1-12.
https://search.emarefa.net/detail/BIM-1108663
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1108663