Stability of high-order linear Itô equations with delays
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.
Identifier (Other)
DOI: 10.4236/am.2018.93019DOI: 10.25316/IR-624