Related papers: Moment Boundedness of Linear Stochastic Delay Diff…
This paper studies the second moment boundedness of solutions of linear stochastic delay differential equations. First, we give a framework, for general $\mathrm{N}$-dimensional linear stochastic differential equations with a single…
This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…
In this paper we consider a class of differential equations with state-dependent delays. We show first and second-order differentiability of the solution with respect to parameters in a pointwise sense and also using the C-norm on the…
Second order linear non-autonomous differential equations with negative stiffness are considered. Using Chetaev-like (Lyapunov-like) functions, necessary (sufficient) conditions are found for the solutions to be bounded for all initial…
This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…
Suppose any solution of a linear impulsive delay differential equation $$ \dot{x} (t) + \sum_{i=1}^m A_i (t) x[h_i (t)] = 0,~t \geq 0, x(s) = 0, s < 0, $$ $$ x(\tau_j +0) = B_j x(\tau_j -0) + \alpha_j, ~j=1,2, ... ,$$ is bounded for any…
In this paper we discuss the stability of stochastic differential equations and the interplay between the moment stability of a SDE and the topology of the underlying manifold. Sufficient and necessary conditions are given for the moment…
This paper investigates the stability properties of a nonlinear fractional differential equation with two discrete delays and a delay-dependent coefficient. Such equations arise in various biological and control systems where temporal…
Stability of linear systems with uncertain bounded time-varying delays is studied under assumption that the nominal delay values are not equal to zero. An input-output approach to stability of such systems is known to be based on the bound…
A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered. It is shown that the sufficient conditions for…
In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…
In this paper, the problem of stability in terms of two measures is considered for a class of stochastic partial differential delay equations with switching. Sufficient conditions for stability in terms of two measures are obtained based on…
In this paper, we will investigate the moment exponential stabilization of highly nonlinear hybrid stochastic differential delay equations. A periodically intermittent controller based on discrete time state observations with asynchronous…
In this work we analyze the boundedness properties of the solutions of a nonautonomous parabolic degenerate logistic equation in a bounded domain. The equation is degenerate in the sense that the logistic nonlinearity vanishes in a moving…
We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…
We study delay-independent stability in nonlinear models with a distributed delay which have a positive equilibrium. Such models frequently occur in population dynamics and other applications. In particular, we construct a relevant…
In this paper, we introduce the notion of boundary delay equations, establishing a unified framework for analyzing linear time-invariant systems with pure time-delayed boundary conditions. We establish mild sufficient conditions for the…
Retarded stochastic differential equations (SDEs) constitute a large collection of systems arising in various real-life applications. Most of the existing results make crucial use of dissipative conditions. Dealing with "pure delay" systems…
This paper considers linear functional equations on $\mathbb R^d$ with distributed delays defined by matrix-valued measures of bounded variation. More precisely, we are interested in providing conditions to ensure that the exponential…
In this paper, the stability behaviors of stochastic differential equations (SDEs) driven by time-changed Brownian motions are discussed. Based on the generalized Lyapunov method and stochastic analysis, necessary conditions are provided…