Stochastic stability of solutions for a fourth-order stochastic differential equation with constant delay
In this paper, we present sufficient conditions to ensure the stochastic asymptotic stability of the zero solution for a specific type of fourth-order stochastic differential equation (SDE) with constant delay. By reducing the fourth-order SDE to a system of first-order SDEs, we utilize a fourth-ord...
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Veröffentlicht in: | Journal of inequalities and applications 2023-11, Vol.2023 (1), p.148-15, Article 148 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | In this paper, we present sufficient conditions to ensure the stochastic asymptotic stability of the zero solution for a specific type of fourth-order stochastic differential equation (SDE) with constant delay. By reducing the fourth-order SDE to a system of first-order SDEs, we utilize a fourth-order quadratic function to derive an appropriate Lyapunov functional. This functional is then employed to establish standard criteria for the nonlinear functions present in the SDE. The stability result obtained in this study is novel and extends the existing findings on stability in fourth-order differential equations. Additionally, we provide an illustrative example to demonstrate the significance and accuracy of our main result. |
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ISSN: | 1029-242X 1025-5834 1029-242X |
DOI: | 10.1186/s13660-023-03061-6 |