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Author (up) Kadiev RI; Ponosov A    url
  Title Exponential stability of linear stochastic differential equations with bounded delay and the W-transform Type Journal Article
  Year 2008 Publication E. J. Qualitative Theory of Diff. Equ. Abbrev Journal  
  Volume Issue 23 Pages 1-14  
  Corporate Author Thesis  
  Address Dagestan Scientific Center, Russian Academy of Sciences, Makhachkala, Russia  
  Keywords  
  Abstract We demonstrate how the method of auxiliary ('reference') equations, also known as N. V. Azbelev's W-transform method, can be used to derive efficient conditions for the exponential Lyapunov stability of linear delay equations driven by a vector-valued Wiener process. For the sake of convenience the W-method is briefly outlined in the paper, its justification is however omitted. The paper contains a general stability result, which is specified in the last section in the form of seven corollaries providing sufficient stability conditions for some important classes of It\^{o} equations with delay.  
  Publisher Place Editor  
  Language Summary Language Orig Title  
  Series Editor Series Title Abbrev Series Title  
  Series Volume Series Issue Edition  
  Issn Isbn Medium  
  Area Expedition Conference  
  Notes Approved no  
  Location Torfinn Nome (torfinn.nome@umb.no)  
  Call Number Cigene @ torfinn.nome @ Serial 1546  
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