Moment Lyapunov exponent of delay differential equations

Autor: M. S. Fofana
Jazyk: angličtina
Rok vydání: 2002
Předmět:
Zdroj: International Journal of Mathematics and Mathematical Sciences, Vol 30, Iss 6, Pp 339-351 (2002)
Druh dokumentu: article
ISSN: 0161-1712
1687-0425
01611712
DOI: 10.1155/S0161171202012103
Popis: The aim of this paper is to establish a connecting thread through the probabilistic concepts of pth-moment Lyapunov exponents, the integral averaging method, and Hale's reduction approach for delay dynamical systems. We demonstrate this connection by studying the stability of perturbed deterministic and stochastic differential equations with fixed time delays in the displacement and derivative functions. Conditions guaranteeing stable and unstable solution response are derived. It is felt that the connecting thread provides a unified framework for the stability study of delay differential equations in the deterministic and stochastic sense.
Databáze: Directory of Open Access Journals
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