Stability of the stochastic system

@inproceedings{Yuan2000StabilityOT,
  title={Stability of the stochastic system},
  author={Jia Yuan},
  year={2000}
}
Exponential stability of the stochastic system d x(t)=[(A+A(t))x(t)+(B+B(t- τ 1(t)))x(t-τ 1(t))] d t+g(t,x(t),x(t-τ 2(t))) d ω(t) is investigated,and the corresponding deterministic system (without uncertainties,stochastic perturbation and delays) (t)=(A+B)x(t) which is exponential stable is introduced.By applying Razumikhin theorem,it is shown that the original stochastic system remains exponential stable provided that the uncertainties A,B ,stochastic perturbation g and delays τ i(i=1,2) are… CONTINUE READING

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