Asymptotic Mean Square Stability Analysis for a Stochastic Delay Differential Equation

Author:

Xue Peng1,Yamamoto Shigeru2

Affiliation:

1. Graduate School of Natural Science and Technology, Kanazawa University

2. Institute of Science and Engineering, Kanazawa University

Publisher

Informa UK Limited

Reference12 articles.

1. [1] J. Milton, J.L. Townsend, M.A. King, and T. Ohira: Balancing with positive feedback: The case for discontinuous control, Philosophical Transactions of the Royal Society A, Vol. 367, No. 1891, pp. 1181-1193, 2009.

2. [2] G. Stepan: Delay effects in the human sensory system during balancing, Philosophical Transactions of the Royal Society A, Vol. 367, No. 1891, pp. 1195-1212, 2009.

3. [3] C.T.H. Bakera and E. Buckwarb: Exponential stability in p-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations, Journal of Computational and Applied Mathematics, Vol. 184, No. 2, pp. 404-427, 2005.

4. [4] M.C. Mackey and I.G. Nechaeva: Solution moment stability in stochastic differential delay equation, Physical Review E, Vol. 52, No. 4, pp. 3366-3376, 1995.

5. [5] X. Mao: Stochastic Differential Equations and Applications, 2nd Edition, Woodhead Publishing, Chichester, England, 2007.

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