Robust stability of uncertain stochastic differential delay equations

Xuerong Mao, Natalia Koroleva, Alexandra Rodkina

Research output: Contribution to journalArticle

279 Citations (Scopus)

Abstract

In this paper we first discuss the robust stability of uncertain linear stochastic differential delay equations. We then extend the theory to cope with the robust stability of uncertain semi-linear stochastic differential delay equations. We shall also give several examples to illustrate our theory. 

LanguageEnglish
Pages325-336
Number of pages12
JournalSystems and Control Letters
Volume35
Issue number5
DOIs
Publication statusPublished - 14 Dec 1998

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Robust stability

Keywords

  • exponential stability
  • Lyapunov function
  • robustness
  • uncertainty

Cite this

Mao, Xuerong ; Koroleva, Natalia ; Rodkina, Alexandra. / Robust stability of uncertain stochastic differential delay equations. In: Systems and Control Letters. 1998 ; Vol. 35, No. 5. pp. 325-336.
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Robust stability of uncertain stochastic differential delay equations. / Mao, Xuerong; Koroleva, Natalia; Rodkina, Alexandra.

In: Systems and Control Letters, Vol. 35, No. 5, 14.12.1998, p. 325-336.

Research output: Contribution to journalArticle

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AU - Rodkina, Alexandra

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KW - exponential stability

KW - Lyapunov function

KW - robustness

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