Asymptotic and exponential decay in mean square for delay geometric Brownian motion.

Autor:	Haškovec, Jan
Jazyk:	angličtina
Předmět:	aplikovaná matematika applied mathematics články journal articles eometric Brownian motion delay asymptotic decay exponential decay
Druh dokumentu:	Non-fiction
ISSN:	0862-7940
Abstrakt:	Abstract: We derive sufficient conditions for asymptotic and monotone exponential decay in mean square of solutions of the geometric Brownian motion with delay. The conditions are written in terms of the parameters and are explicit for the case of asymptotic decay. For exponential decay, they are easily resolvable numerically. The analytical method is based on construction of a Lyapunov functional (asymptotic decay) and a forward-backward estimate for the square mean (exponential decay).
Databáze:	Katalog Knihovny AV ČR
Externí odkaz:	Plný text Full text from SpringerLink