Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation

Autor: John Appleby, Evelyn Buckwar
Jazyk: angličtina
Rok vydání: 2016
Předmět:
Zdroj: Electronic Journal of Qualitative Theory of Differential Equations, Vol 2016, Iss 2, Pp 1-32 (2016)
Druh dokumentu: article
ISSN: 1417-3875
DOI: 10.14232/ejqtde.2016.8.2
Popis: This paper studies the asymptotic growth and decay properties of solutions of the stochastic pantograph equation with multiplicative noise. We give sufficient conditions on the parameters for solutions to grow at a polynomial rate in $p$-th mean and in the almost sure sense. Under stronger conditions the solutions decay to zero with a polynomial rate in $p$-th mean and in the almost sure sense. When polynomial bounds cannot be achieved, we show for a different set of parameters that exponential growth bounds of solutions in $p$-th mean and an almost sure sense can be obtained. Analogous results are established for pantograph equations with several delays, and for general finite dimensional equations.
Databáze: Directory of Open Access Journals