2022 Positive Invertibility of Matrices and Exponential Stability of Linear Stochastic Systems with Delay
Ramazan Kadiev, Arcady Ponosov
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Int. J. Differ. Equ. 2022: 1-13 (2022). DOI: 10.1155/2022/5549693


The work addresses the exponential moment stability of solutions of large systems of linear differential Itô equations with variable delays by means of a modified regularization method, which can be viewed as an alternative to the technique based on Lyapunov or Lyapunov-like functionals. The regularization method utilizes the parallelism between Lyapunov stability and input-to-state stability, which is well established in the deterministic case, but less known for stochastic differential equations. In its practical implementation, the method is based on seeking an auxiliary equation, which is used to regularize the equation to be studied. In the final step, estimation of the norm of an integral operator or verification of the property of positivity of solutions is performed. In the latter case, one applies the theory of positive invertible matrices. This report contains a systematic presentation of how the regularization method can be applied to stability analysis of linear stochastic delay equations with random coefficients and random initial conditions. Several stability results in terms of positive invertibility of certain matrices constructed for general stochastic systems with delay are obtained. A number of verifiable sufficient conditions for the exponential moment stability of solutions in terms of the coefficients for specific classes of Itô equations are offered as well.


The authors would like to thank the Department of Sciences and Technology, Norwegian University of Life Sciences, for partial financial support.


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Ramazan Kadiev. Arcady Ponosov. "Positive Invertibility of Matrices and Exponential Stability of Linear Stochastic Systems with Delay." Int. J. Differ. Equ. 2022 1 - 13, 2022. https://doi.org/10.1155/2022/5549693


Received: 27 January 2021; Revised: 18 December 2021; Accepted: 29 April 2022; Published: 2022
First available in Project Euclid: 28 July 2022

MathSciNet: MR4438011
zbMATH: 1511.34085
Digital Object Identifier: 10.1155/2022/5549693

Rights: Copyright © 2022 Hindawi


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