The almost sure asymptotic stability and pth moment asymptotic stability of nonlinear stochastic delay differential systems with polynomial growth |
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| Authors: | Lei Liu Yi Shen |
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| Affiliation: | Department of Control Science and Engineering and the Key Laboratory of Ministry of Education for Image Processing and Intelligent Control, Huazhong University of Science and Technology, Wuhan, Hubei 430074, China |
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| Abstract: | In this paper, we discuss the asymptotic stability of nonlinear stochastic delay differential systems (SDDSs) whose coefficients obey the polynomial growth condition. By applying some novel techniques, we establish some easily verifiable conditions under which such SDDSs are almost surely asymptotically stable and pth moment asymptotically stable. A nontrivial example is provided to illustrate the effectiveness of our results. Copyright © 2011 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society |
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| Keywords: | Stochastic delay differential system Brownian motion polynomial growth Itô 's formula pth moment asymptotic stability almost sure asymptotic stability |
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