Lyapunov functionals and practical stability for stochastic differential delay equations with general decay rate

This paper stands for the almost sure practical stability of nonlinear stochastic differential delay equations (SDDEs) with a general decay rate. We establish some sufficient conditions based upon the construction of appropriate Lyapunov functionals. Furthermore, we provide some numerical examples t...

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Detalhes bibliográficos
Autores: Caraballo Garrido, Tomás, Ezzine, Faten, Hammami, Mohamed Ali
Formato: artículo
Estado:Versión publicada
Fecha de publicación:2022
País:España
Recursos:Universidad de Sevilla (US)
Repositorio:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/143020
Acesso em linha:https://hdl.handle.net/11441/143020
https://doi.org/10.14232/ejqtde.2022.1.60
Access Level:acceso abierto
Palavra-chave:stochastic delay systems
almost sure practical stability
decay function
Lyapunov functional
Itô formula
Descrição
Resumo:This paper stands for the almost sure practical stability of nonlinear stochastic differential delay equations (SDDEs) with a general decay rate. We establish some sufficient conditions based upon the construction of appropriate Lyapunov functionals. Furthermore, we provide some numerical examples to validate the effectiveness of the abstract results of this paper.