Exponential stability of linear stochastic differential equations with bounded delay and the W-transform
We demonstrate how the method of auxiliary ('reference') equations, also known as N. V. Azbelev's W-transform method, can be used to derive efficient conditions for the exponential Lyapunov stability of linear delay equations driven by a vector-valued Wiener process. For the sake of c...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Szeged
2008-07-01
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| Series: | Electronic Journal of Qualitative Theory of Differential Equations |
| Online Access: | http://www.math.u-szeged.hu/ejqtde/periodica.html?periodica=1¶mtipus_ertek=publication¶m_ertek=337 |