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The almost sure asymptotic stability and p th moment asymptotic stability of nonlinear stochastic delay differential systems with polynomial growth
Author(s) -
Liu Lei,
Shen Yi
Publication year - 2012
Publication title -
asian journal of control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.769
H-Index - 53
eISSN - 1934-6093
pISSN - 1561-8625
DOI - 10.1002/asjc.393
Subject(s) - exponential stability , mathematics , nonlinear system , moment (physics) , polynomial , stability (learning theory) , verifiable secret sharing , stability theory , differential (mechanical device) , control theory (sociology) , control (management) , mathematical analysis , computer science , physics , set (abstract data type) , classical mechanics , quantum mechanics , machine learning , artificial intelligence , engineering , programming language , aerospace engineering
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 p th 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