eduzhai > Physical Sciences > Physics Sciences >

Stability of High-Order Linear Itô Equations with Delays

  • Save

... pages left unread,continue reading

Document pages: 14 pages

Abstract: A novel general stability analysis scheme based on a non-Lyapunov frameworkis explored. Several easy-to-check sufficient conditions for exponential p-stability are formulated in terms of M-matrices. Stability analysis of appliedsecond-order Itô equations with delay is provided as well. The linearizationtechnique, in combination with the tests obtained in this paper, can be usedfor local stability analysis of a wide class of nonlinear stochastic differentialequations.

Please select stars to rate!


0 comments Sign in to leave a comment.

    Data loading, please wait...