A Note on the LaSalle-Type Theorems for Stochastic Differential Delay Equations
نویسندگان
چکیده
منابع مشابه
A Note on the LaSalle-Type Theorems for Stochastic Differential Delay Equations
In his earlier paper [5] the author considered the n-dimensional stochastic differential delay equation dx t = f x t x t − τ t dt + g x t x t − τ t dB t (1.1) on t ≥ 0 with initial data x θ −τ ≤ θ ≤ 0 = ξ ∈ C 0 −τ 0 R . Here B t = B1 t Bm t T was an m-dimensional Brownian motion defined on the complete probability space t t≥0 with a filtration t t≥0 satisfying the usual conditions (i.e., right ...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2002
ISSN: 0022-247X
DOI: 10.1006/jmaa.2001.7803