Exponential stability in mean square for stochastic differential equations
Author:
Xuerong Mao a
| Affiliation: | a Mathematics lnstitute, University of Warwick, Coventry, England, U.K |
DOI:
10.1080/07362999008809200
Publication Frequency:
6 issues per year
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Abstract
In this paper we will consider the exponential stability in mean square for the following delay stochastic differential equation
which might be regarded as a stochastic perturbed system of the equation The purpose of this paper is to prove that if Eq.(2) is exponentially stable, then Eq.(l) is also exponentially stable in mean square provided τ is small enough. Wealso give an estimate for τ. |
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