New-type stability theorem for stochastic functional differential equations with application to SFDSs with distributed delays

Xueyan Zhao and Feiqi Deng

International Journal of Systems Science, 2014, vol. 45, issue 5, 1156-1169

Abstract: In this paper, a new-type stability theorem for stochastic functional differential equations (SFDEs) is established, which is not a direct copy of the basic stability theorem for deterministic functional differential equations (DFDEs). By the new-type stability theorem, one can use the most simple Lyapunov functions and employ the equations repeatedly to deal with the delayed terms encountered conveniently and to carry out stability criteria for the equations. Based on the theorem, a practical stability theorem in accordance with the Lyapunov function method is also established, and then the asymptotic stability of SFDEs with distributed delays in the diffusive terms is investigated and a stability criterion for SFDSs is obtained, which is described by algebraic matrix equations. Finally, an example is given to illustrate the effectiveness of our method and results.

Date: 2014
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DOI: 10.1080/00207721.2012.745028

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