Stability of delay differential equations with fading stochastic perturbations of the type of white noise and poisson's jumps

Leonid Shaikhet, ,Department of Mathematics, Ariel University, Ariel 40700, Israel
2017 Discrete and continuous dynamical systems. Series B  
Delay differential equation is considered under stochastic perturbations of the type of white noise and Poisson's jumps. It is shown that if stochastic perturbations fade on the infinity quickly enough then sufficient conditions for asymptotic stability of the zero solution of the deterministic differential equation with delay provide also asymptotic mean square stability of the zero solution of the stochastic differential equation. Stability conditions are obtained via the general method of
more » ... eneral method of Lyapunov functionals construction and the method of Linear Matrix Inequalities (LMIs). Investigation of the situation when stochastic perturbations do not fade on the infinity or fade not enough quickly is proposed as an unsolved problem.
doi:10.3934/dcdsb.2020077 fatcat:kksqo4h3qvelff6o5f6ezfk6hm