Stability of high-order linear Itô equations with delays

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Issue Date
2018-03-29
Authors
Idels, Lev
Kadiev, Ramazan
Ponosov, Arcady
Subject
Abstract
A novel general stability analysis scheme based on a non-Lyapunov framework is explored. Several easy-to-check sufficient conditions for exponential p-stability are formulated in terms of M-matrices. Stability analysis of applied second-order Itô equations with delay is provided as well. The linearization technique, in combination with the tests obtained in this paper, can be used for local stability analysis of a wide class of nonlinear stochastic differential equations.
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