Asymptotic moment stability of solutions to systems of nonlinear differential Itô equations with aftereffect

The paper studies the global moment stability of systems of nonlinear Itô differential equations with delays. The analysis is done by a modified regularization method, known as the W -method, and based on the use of some auxiliary equation with subsequent application of the theory of positively invertible matrices. Sufficient conditions for the global asymptotic moment stability for both sufficiently general and specific systems of Ito equations formulated in terms of parameters of these systems are given. Connections between this stability and the properties of the delay functions are established.

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Publication Details

Journal
Izvestiya Vysshikh Uchebnykh Zavedenii Matematika
Published
2024-08-21
DOI
https://doi.org/10.26907/0021-3446-2024-7-63-76
Primary Topic
Numerical methods for differential equations
Type
article
Field-Weighted Citation Impact
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article

Asymptotic moment stability of solutions to systems of nonlinear differential Itô equations with aftereffect

R. I. Kadiev, Arcady Ponosov
Izvestiya Vysshikh Uchebnykh Zavedenii Matematika
Numerical methods for differential equations
article

Asymptotic moment stability of solutions to systems of nonlinear differential Itô equations with aftereffect

R. I. Kadiev, Arcady Ponosov
article en

Abstract

The paper studies the global moment stability of systems of nonlinear Itô differential equations with delays. The analysis is done by a modified regularization method, known as the W -method, and based on the use of some auxiliary equation with subsequent application of the theory of positively invertible matrices. Sufficient conditions for the global asymptotic moment stability for both sufficiently general and specific systems of Ito equations formulated in terms of parameters of these systems are given. Connections between this stability and the properties of the delay functions are established.

Izvestiya Vysshikh Uchebnykh Zavedenii Matematika(7)
Dagestan State University (RU), Norwegian University of Life Sciences (NO)
Openalex Percentile: Top 79%
Numerical methods for differential equations
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Asymptotic moment stability of solutions to systems of nonlinear differential Itô equations with aftereffect — R. I. Kadiev, Arcady Ponosov · Izvestiya Vysshikh Uchebnykh Zavedenii Matematika (2024) | TGRS Research Map | TGRS