MEAN SQUARE EXPONENTIAL DISSIPATIVITY OF SINGULARLY PERTURBED STOCHASTIC DELAY DIFFERENTIAL EQUATIONS

- Journal title : Communications of the Korean Mathematical Society
- Volume 29, Issue 1, 2014, pp.205-212
- Publisher : The Korean Mathematical Society
- DOI : 10.4134/CKMS.2014.29.1.205

Title & Authors

MEAN SQUARE EXPONENTIAL DISSIPATIVITY OF SINGULARLY PERTURBED STOCHASTIC DELAY DIFFERENTIAL EQUATIONS

Xu, Liguang; Ma, Zhixia; Hu, Hongxiao;

Xu, Liguang; Ma, Zhixia; Hu, Hongxiao;

Abstract

This paper investigates mean square exponential dissipativity of singularly perturbed stochastic delay differential equations. The L-operator delay differential inequality and stochastic analysis technique are used to establish sufficient conditions ensuring the mean square exponential dissipativity of singularly perturbed stochastic delay differential equations for sufficiently small > 0. An example is presented to illustrate the efficiency of the obtained results.

Keywords

delay;stochastic;singularly perturbed;mean square exponential dissipativity;L-operator delay differential inequality;

Language

English

Cited by

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