Abstract
This work focuses on a class of retarded stochastic differential equations that need not satisfy dissipative conditions. The principle technique of our investigation is to use variation-of-constants formula to overcome the difficulties due to the lack of the information at the current time. By using variation-of-constants formula and estimating the diffusion coefficients we give sufficient conditions for p-th moment exponential stability, almost sure exponential stability and convergence of solutions from different initial value. Finally, we provide two examples to illustrate the effectiveness of the theoretical results.
| Original language | English |
|---|---|
| Pages (from-to) | 2923-2938 |
| Journal | Discrete and Continuous Dynamical Systems - Series B |
| Volume | 22 |
| Issue number | 7 |
| DOIs | |
| Publication status | Published - 1 Sept 2017 |
| Externally published | Yes |
Bibliographical note
Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].Research Keywords
- Almost sure exponential stability
- Dissipativity
- Exponential stability
- Retarded stochastic differential equations
- Variation-of-constants formula