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Original Articles

Almost sure exponential stability for delay stochastic differential equations with respect to semimartingales

Pages 177-194 | Published online: 03 Apr 2007

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JohnA. D. Appleby & Markus Riedle. (2006) Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations. Stochastic Analysis and Applications 24:4, pages 813-826.
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Xuerong Mao. (2001) ALMOST SURE EXPONENTIAL STABILITY OF DELAY EQUATIONS WITH DAMPED STOCHASTIC PERTURBATION. Stochastic Analysis and Applications 19:1, pages 67-84.
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Yuki Nishimura & Yuh Yamashita. (2009) Construction Method of Approximate Stochastic Lyapunov Functions using Quantization of Markov Process. Transactions of the Institute of Systems, Control and Information Engineers 22:8, pages 295-302.
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Feiqi Deng, Qi Luo, Xuerong Mao & Sulin Pang. (2008) Noise suppresses or expresses exponential growth. Systems & Control Letters 57:3, pages 262-270.
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Sulin Pang, Feiqi Deng & Xuerong Mao. (2008) Almost sure and moment exponential stability of Euler–Maruyama discretizations for hybrid stochastic differential equations. Journal of Computational and Applied Mathematics 213:1, pages 127-141.
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X. Mao. (2007) Stability and stabilisation of stochastic differential delay equations. IET Control Theory & Applications 1:6, pages 1551-1566.
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W. J. Chang & K. Y. Chang. (1999) Variable structure controller design with H∞ norm and variance constraints for stochastic model reference systems. IEE Proceedings - Control Theory and Applications 146:6, pages 511-516.
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Koan-Yuh Chang & Wen-June Wang. (1999) Robust covariance control for perturbed stochastic multivariable system via variable structure control. Systems & Control Letters 37:5, pages 323-328.
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Koan-Yuh Chang & Wen-June Wang. (1999) Local State Covariance Assignment for Stochastic Large-Scale Systems. Journal of Dynamic Systems, Measurement, and Control 121:1, pages 139-142.
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Xuerong Mao. (1999) Stability of stochastic differential equations with Markovian switching. Stochastic Processes and their Applications 79:1, pages 45-67.
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