Moment Lyapunov exponent of delay differential equations

M. S. Fofana

International Journal of Mathematics and Mathematical Sciences, 2002, vol. 30, 1-13

Abstract:

The aim of this paper is to establish a connecting thread through the probabilistic concepts of p th-moment Lyapunov exponents, the integral averaging method, and Hale's reduction approach for delay dynamical systems. We demonstrate this connection by studying the stability of perturbed deterministic and stochastic differential equations with fixed time delays in the displacement and derivative functions. Conditions guaranteeing stable and unstable solution response are derived. It is felt that the connecting thread provides a unified framework for the stability study of delay differential equations in the deterministic and stochastic sense.

Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:414980

DOI: 10.1155/S0161171202012103

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