Stability of stochastic dynamic equations with time-varying delay on time scales. Issue 5 (2nd September 2020)

• Record Type: Journal Article
• Authors: Du, Nguyen Huu; Tuan, Le Anh; Dieu, Nguyen Thanh
• Is Part Of: Stochastic analysis and applications. Volume 38:Issue 5(2020)
• Page Start: 909
• Page End: 928
• Publication Date: 2020-09-02
• Subjects: Differential operator -- dynamic delay equation -- exponential stability -- Itô's formula -- Lyapunov function; 60H10 -- 60J60 -- 34A40 -- 39A13; Stochastic analysis -- Periodicals; 519.2205
• DOI: 10.1080/07362994.2020.1747493
• Languages: English
• ISSNs: 0736-2994

Abstract

Abstract: The aim of this article is to consider the existence, uniqueness and uniformly exponential p -stability of the solution for ∇ -delay stochastic dynamic equations on time scales via Lyapunov functions. This work can be considered as a unification and generalization of stochastic difference and stochastic differential time-varying delay equations.