On Asymptotic Stability of Nonlinear Stochastic Systems with Delay
- A. Rodkina alex@uwimona.edu.jm
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Abstract
We consider the system of stochastic differential equations with delay and with non-autonomous nonlinear main part
Here h ≥ 0, [X]tt - h (s) = X(s), when s ⋲ [t - h, t], t > h, [X]tt - h (s) = ðœ™(s), when s ⋲ [-∞, 0], ðœ™(s) is a given initial process, X= (x1, x2,..., xn)T, ui > 1 are rational numbers with odd numerators and denominators, wt is a Wiener process. For different types of delays in coefficients fi (t, [X]tt - h) and ðœŽi (t, [X]tt - h) we prove almost sure asymptotic stability of a trivial solution to the system (1) when ðœ™(s) ≡ 0.