Attraction, stability and robustness for stochastic functional differential equations with infinite delay

Authors:
Fuke Wu;Shigeng Hu
Affiliations:
-;-
Venue:
Automatica (Journal of IFAC)
Year:
2011

Citing 2
Cited 0

Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay

Journal of Computational and Applied Mathematics
Brief paper: Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay

Automatica (Journal of IFAC)

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Abstract

This paper establishes the stochastic LaSalle theorem to locate limit sets for stochastic functional differential equations with infinite delay, from which some criteria on attraction, boundedness, stability and robustness are obtained. To illustrate the applications of our results clearly, this paper considers a scalar stochastic integro-differential equation with infinite delay as an example.