Exponential stability in p-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations

Hdl Handle:
http://hdl.handle.net/10034/255233
Title:
Exponential stability in p-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
Authors:
Baker, Christopher T H; Buckwar, Evelyn
Abstract:
This article carries out an analysis which proceeds as follows: showing that an inequality of Halanay type (derivable via comparison theory) can be employed to derive conditions for p-th mean stability of a solution; producing a discrete analogue of the Halanay-type theory, that permits the development of a p-th mean stability analysis of analogous stochastic difference equations. The application of the theoretical results is illustrated by deriving mean-square stability conditions for solutions and numerical solutions of a constant-coefficient linear test equation.
Affiliation:
Univesity College Chester ; Humboldt-Universität zu Berlin
Citation:
Journal of Computational and Applied Mathematics, 2005, 184(2), pp. 404-427
Publisher:
Elsevier
Journal:
Journal of Computational and Applied Mathematics
Issue Date:
Feb-2004
URI:
http://hdl.handle.net/10034/255233
DOI:
10.1016/j.cam.2005.01.018
Additional Links:
http://www.journals.elsevier.com/journal-of-computational-and-applied-mathematics/
Type:
Article
Language:
en
Description:
This article is not available through ChesterRep.
ISSN:
0377-0427
Sponsors:
This article was submitted to the RAE2008 for the University of Chester - Applied Mathematics.
Appears in Collections:
Mathematics

Full metadata record

DC FieldValue Language
dc.contributor.authorBaker, Christopher T Hen_GB
dc.contributor.authorBuckwar, Evelynen_GB
dc.date.accessioned2012-12-11T09:41:03Z-
dc.date.available2012-12-11T09:41:03Z-
dc.date.issued2004-02-
dc.identifier.citationJournal of Computational and Applied Mathematics, 2005, 184(2), pp. 404-427en_GB
dc.identifier.issn0377-0427-
dc.identifier.doi10.1016/j.cam.2005.01.018-
dc.identifier.urihttp://hdl.handle.net/10034/255233-
dc.descriptionThis article is not available through ChesterRep.en_GB
dc.description.abstractThis article carries out an analysis which proceeds as follows: showing that an inequality of Halanay type (derivable via comparison theory) can be employed to derive conditions for p-th mean stability of a solution; producing a discrete analogue of the Halanay-type theory, that permits the development of a p-th mean stability analysis of analogous stochastic difference equations. The application of the theoretical results is illustrated by deriving mean-square stability conditions for solutions and numerical solutions of a constant-coefficient linear test equation.en_GB
dc.description.sponsorshipThis article was submitted to the RAE2008 for the University of Chester - Applied Mathematics.en_GB
dc.language.isoenen
dc.publisherElsevieren_GB
dc.relation.urlhttp://www.journals.elsevier.com/journal-of-computational-and-applied-mathematics/en_GB
dc.rightsArchived with thanks to Journal of Computational and Applied Mathematicsen_GB
dc.subjectHalanay-type inequalitiesen_GB
dc.subjectp-th Mean stabilityen_GB
dc.subjectstochastic delay differential equationsen_GB
dc.titleExponential stability in p-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equationsen
dc.typeArticleen
dc.contributor.departmentUnivesity College Chester ; Humboldt-Universität zu Berlinen_GB
dc.identifier.journalJournal of Computational and Applied Mathematicsen_GB
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