Results 241 to 250 of about 309,715 (264)

Exponential stability in mean square for stochastic differential equations

Stochastic Analysis and Applications, 1990
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 ...
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On the mean-square stability for a harmonic oscillator with random parameter

Ukrainian Mathematical Journal, 1992
The second order linear differential equation with multiplicative random parameter, describing the Ornstein-Uhlenbeck process is studied and sufficient conditions of stochastic stability are obtained.
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Mean-square asymptotic stability of linear hereditary systems

International Journal of Systems Science, 1988
A sufficient condition is given for the mean-square asymptotic stability of the trivial solution of time-homogeneous stochastic linear functional differential equations. We use the stochastic Lyapunov function method and the resulting condition is, in some sense, an extension of the condition for linear ordinary differential equations.
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Mean Square Exponential Stability Analysis for Itô Stochastic Systems With Aperiodic Sampling and Multiple Time-Delays

IEEE Transactions on Automatic Control, 2022
Guoliang Chen, Chenchen Fan, Jianwei Xia   +2 more
exaly  

A Novel Approach to Mean Square Exponential Stability of Stochastic Delay Differential Equations

IEEE Transactions on Automatic Control, 2021
Pham Huu Anh Ngoc, Le Trung Hieu
exaly  

Mean square stability for discrete linear stochastic systems.

1993
Preprint: Weierstraß-Institut für Angewandte Analysis und Stochastik, vol ...
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Lyapunov Characterizations of Exponential Mean Square Input-to-State Stability for Discrete-Time Markovian Switching Nonlinear Systems

IEEE Transactions on Automatic Control, 2023
Anastasia Impicciatore, Pierdomenico Pepe, Alessandro D'Innocenzo   +2 more
exaly  

On exponential stability in mean square of neutral stochastic functional differential equations

Systems and Control Letters, 2021
Pham Huu Anh Ngoc
exaly  

Mean square exponential stability of uncertain stochastic delayed neural networks

Physics Letters, Section A: General, Atomic and Solid State Physics, 2008
Wu-Hua Chen, Xiaomei Lu
exaly  

Mean-square exponential input-to-state stability of stochastic delayed neural networks

Neurocomputing, 2014
Quanxin Zhu, Jinde Cao
exaly