TITLE:
Stability of High-Order Linear Itô Equations with Delays
AUTHORS:
Lev Idels, Ramazan Kadiev, Arcady Ponosov
KEYWORDS:
High-Order Stochastic Models, Delay, Stability, Non-Lyapunov Methods, M-Matrices
JOURNAL NAME:
Applied Mathematics,
Vol.9 No.3,
March
29,
2018
ABSTRACT:
A novel general stability analysis scheme based on a non-Lyapunov framework
is explored. Several easy-to-check sufficient conditions for exponential p-stability are formulated in terms of M-matrices. Stability analysis of applied
second-order Itô equations with delay is provided as well. The linearization
technique, in combination with the tests obtained in this paper, can be used
for local stability analysis of a wide class of nonlinear stochastic differential
equations.