Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay |
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Authors: | Yangzi Fuke Chengming |
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Affiliation: | aSchool of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, PR China |
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Abstract: | We regard the stochastic functional differential equation with infinite delay as the result of the effects of stochastic perturbation to the deterministic functional differential equation , where is defined by xt(θ)=x(t+θ),θ(−∞,0]. We assume that the deterministic system with infinite delay is exponentially stable. In this paper, we shall characterize how much the stochastic perturbation can bear such that the corresponding stochastic functional differential system still remains exponentially stable. |
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Keywords: | Robustness Exponential stability Infinite delay Stochastic functional differential equations Semimartingale |
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