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Journal of Applied Mathematics and Computation

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Article http://dx.doi.org/10.26855/jamc.2020.12.009

Stability of Stochastic Differential Equations with Distributed and State-Dependent Delays

Leonid Shaikhet

Department of Mathematics, Ariel University, Ariel 40700, Israel.

*Corresponding author: Leonid Shaikhet

Published: December 3,2020

Abstract

Stability of a linear stochastic differential equation with distributed and state-dependent delays is investigated. Sufficient conditions of asymptotic mean square stability are obtained via the general method of Lyapunov functionals construction and the method of linear matrix inequalities (LMIs). Numerical simulations illustrate the theoretical results and open a new unsolved problem of the obtained stability conditions improving.

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How to cite this paper

Stability of Stochastic Differential Equations with Distributed and State-Dependent Delays

How to cite this paper: Leonid Shaikhet. (2020) Stability of Stochastic Differential Equations with Distributed and State-Dependent Delays. Journal of Applied Mathematics and Computation, 4(4), 181-188.

DOI: https://dx.doi.org/10.26855/jamc.2020.12.009