English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

This manuscript is involved in the study of stability of the solutions of functional differential equations (FDEs) with random coefficients and/or stochastic terms. We focus on the study of different types of stability of random/stochastic functional systems, specifically, stochastic delay differential equations (SDDEs). Introducing appropriate Lyapunov functionals enables us to investigate the necessary conditions for stochastic stability, asymptotic stochastic stability, asymptotic mean square stability, mean square exponential stability, global exponential mean square stability, and practical uniform exponential stability. Some examples with numerical simulations are presented to strengthen the theoretical results. Using our theoretical study, important aspects of epidemiological and ecological mathematical models can be revealed. In ecology, the dynamics of Nicholson’s blowflies equation is studied. Conditions of stochastic stability and stochastic global exponential stability of the equilibrium point at which the blowflies become extinct are investigated. In finance, the dynamics of the Black–Scholes market model driven by a Brownian motion with random variable coefficients and time delay is also studied.

Lyapunov stability analysis for nonlinear delay systems under random effects and stochastic perturbations with applications in finance and ecology