Mean square exponential dissipativity of singularly perturbed stochastic delay differential equations
Commun. Korean Math. Soc. 2014 Vol. 29, No. 1, 205-212
https://doi.org/10.4134/CKMS.2014.29.1.205
Printed January 31, 2014
Liguang Xu, Zhixia Ma, and Hongxiao Hu
Zhejiang University of Technology, Southwest University for Nationalities, Shanghai University for Science and Technology
Abstract : This paper investigates mean square exponential dissipativity of singularly perturbed stochastic delay differential equations. The $L$-operator delay differential inequality and stochastic analysis technique are used to establish sufficient conditions ensuring the mean square exponential dissipativity of singularly perturbed stochastic delay differential equations for sufficiently small $\varepsilon>0$. An example is presented to illustrate the efficiency of the obtained results.
Keywords : delay, stochastic, singularly perturbed, mean square exponential dissipativity, $L$-operator delay differential inequality
MSC numbers : 34K50, 34K20, 34K26
Downloads: Full-text PDF  


Copyright © Korean Mathematical Society.
(Rm.1109) The first building, 22, Teheran-ro 7-gil, Gangnam-gu, Seoul 06130, Korea
Tel: 82-2-565-0361  | Fax: 82-2-565-0364  | E-mail: paper@kms.or.kr   | Powered by INFOrang Co., Ltd