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- W2101572687 abstract "In this paper we will consider the exponential stability in mean square for the following delay linear ITO's stochastic differential equation dX(t) = A X(t) dL + B(t) ( X(L) - c/sup At/ X(l - /spl tau/) ) dt + /spl Sigma/ Di(t)( X(t) - e/sup A/spl tau// X(t-/spl tau/) ) dW/sub i/(t) which might be regarded as a stochastic perturbed system of the equation dX(t)/dt=A X(t) The purpose of this paper is to prove that if Eq.[2] is exponentially stable, then Eq.[I] is also exponentially stable in mean square provided /spl tau/ is small enough. We also give an estimate for /spl tau/." @default.
- W2101572687 created "2016-06-24" @default.
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- W2101572687 date "2005-08-25" @default.
- W2101572687 modified "2023-09-25" @default.
- W2101572687 title "Exponential stability for delay ITO's equations" @default.
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- W2101572687 doi "https://doi.org/10.1109/iccon.1989.770629" @default.
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