Title
On delay-dependent stability for a class of nonlinear stochastic delay-differential equations
Abstract
Global asymptotic stability conditions for nonlinear stochastic systems with state delay are obtained based on the convergence theorem for semimartingale inequalities, without assuming the Lipschitz conditions for nonlinear drift functions. The Lyapunov-Krasovskii and degenerate functionals techniques are used. The derived stability conditions are directly expressed in terms of the system coefficients. Nontrivial examples of nonlinear systems satisfying the obtained stability conditions are given.
Year
DOI
Venue
2006
10.1007/s00498-006-0163-1
MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS
Keywords
Field
DocType
stochastic time-delay system,asymptotic stability,martingale convergence theorems
Convergence (routing),Degenerate energy levels,Mathematical optimization,Nonlinear system,Mathematical analysis,Stability conditions,Exponential stability,Lipschitz continuity,Semimartingale,Delay differential equation,Mathematics
Journal
Volume
Issue
ISSN
18.0
2
0932-4194
Citations 
PageRank 
References 
17
2.01
4
Authors
2
Name
Order
Citations
PageRank
Alexandra Rodkina1497.90
M. V. Basin236339.93