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Article Contents

# Stability of delay differential equations with fading stochastic perturbations of the type of white noise and poisson's jumps

• Delay differential equation is considered under stochastic perturbations of the type of white noise and Poisson's jumps. It is shown that if stochastic perturbations fade on the infinity quickly enough then sufficient conditions for asymptotic stability of the zero solution of the deterministic differential equation with delay provide also asymptotic mean square stability of the zero solution of the stochastic differential equation. Stability conditions are obtained via the general method of Lyapunov functionals construction and the method of Linear Matrix Inequalities (LMIs). Investigation of the situation when stochastic perturbations do not fade on the infinity or fade not enough quickly is proposed as an unsolved problem.

Mathematics Subject Classification: Primary: 34F05, 34K20; Secondary: 60G52, 65C30.

 Citation:

• Figure 1.1.  trajectories (blue) of the equation equation (1.2) solution, $x(0) = 2$, $a = 0.8$, $\sigma(t) = \sqrt{3}\sin(t)$, $\gamma(t, u) = 0$, $\rho(t) = 3\sin^2(t)$ (red)

Figure 1.2.  50 trajectories (blue) of the equation equation (1.2) solution, $x(0) = 2$, $a = 0.8$, $\sigma(t) = \sqrt{\dfrac{3}{t+1}}$, $\gamma(t, u) = 0$, $\rho(t) = \dfrac{3}{t+1}$ (red)

Figure 1.3.  50 trajectories (blue) of the equation equation (1.2) solution, $x(0) = 2$, $a = 0.8$, $\sigma(t) = \dfrac{\sqrt{3}}{t+1}$, $\gamma(t, u) = 0$, $\rho(t) = \dfrac{3}{(t+1)^2}$ (red)

•  [1] I. I. Gikhman and A. V. Skorokhod, Stochastic Differential Equations, Springer, Berlin, 1972. [2] E. Haynsworth, On the schur complement, Basel Mathematical Notes, 20 (1968), 17 pages. [3] L. Shaikhet, Lyapunov functionals and Stability of Stochastic Functional Differential Equations, Springer, Dordrecht, Heidelberg, New York, London, 2013. doi: 10.1007/978-3-319-00101-2. [4] L. Shaikhet, About stability of delay differential equations with square integrable level of stochastic perturbations, Applied Mathematics Letters, 90 (2019), 30-35.  doi: 10.1016/j.aml.2018.10.004. [5] L. Shaikhet, About stability of difference equations with continuous time and fading stochastic perturbations, Applied Mathematics Letters, 98 (2019), 284-291.  doi: 10.1016/j.aml.2019.06.029.

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