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http://dx.doi.org/10.4134/CKMS.2014.29.1.205

MEAN SQUARE EXPONENTIAL DISSIPATIVITY OF SINGULARLY PERTURBED STOCHASTIC DELAY DIFFERENTIAL EQUATIONS  

Xu, Liguang (Department of Applied Mathematics Zhejiang University of Technology)
Ma, Zhixia (College of Computer Science & Technology Southwest University for Nationalities)
Hu, Hongxiao (College of Science Shanghai University for Science and Technology)
Publication Information
Communications of the Korean Mathematical Society / v.29, no.1, 2014 , pp. 205-212 More about this Journal
Abstract
This paper investigates mean square exponential dissipativity of singularly perturbed stochastic delay differential equations. The L-operator delay differential inequality and stochastic analysis technique are used to establish sufficient conditions ensuring the mean square exponential dissipativity of singularly perturbed stochastic delay differential equations for sufficiently small ${\varepsilon}$ > 0. An example is presented to illustrate the efficiency of the obtained results.
Keywords
delay; stochastic; singularly perturbed; mean square exponential dissipativity; L-operator delay differential inequality;
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Times Cited By KSCI : 1  (Citation Analysis)
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