Stability results for neutral stochastic functional differential equations via fixed point methods

In this paper we prove some results on the mean square asymptotic stability of a class of neutral stochastic differential systems with variable delays by using a contraction mapping principle. Namely, a necessary and sufficient condition ensuring the asymptotic stability is proved. The assumption do...

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Authors: Benhadri, Mimia, Caraballo Garrido, Tomás, Zeghdoudi, Halim
Format: article
Status:Versión enviada para evaluación y publicación
Publication Date:2020
Country:España
Institution:Universidad de Sevilla (US)
Repository:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/100796
Online Access:https://hdl.handle.net/11441/100796
https://doi.org/10.1080/00207179.2018.1530431
Access Level:Open access
Keyword:Fixed points theory
Asymptotic stability in mean square
Neutral stochastic differential equations
Variable delays
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spelling Stability results for neutral stochastic functional differential equations via fixed point methodsBenhadri, MimiaCaraballo Garrido, TomásZeghdoudi, HalimFixed points theoryAsymptotic stability in mean squareNeutral stochastic differential equationsVariable delaysIn this paper we prove some results on the mean square asymptotic stability of a class of neutral stochastic differential systems with variable delays by using a contraction mapping principle. Namely, a necessary and sufficient condition ensuring the asymptotic stability is proved. The assumption does not require neither boundedness or differentiability of the delay functions, nor do they ask for a fixed sign on the coefficient functions. In particular, the results improve some previous ones proved by Guo, Y., Xu, C., & Wu, J. [(2017). Stability analysis of neutral stochastic delay differential equations by a generalisation of Banach’s contraction principle. International Journal of Control, 90, 1555–1560]. Finally, an example is exhibited to illustrate the effectiveness of the proposed results.Taylor and FrancisEcuaciones Diferenciales y Análisis NuméricoFQM314: Análisis Estocástico de Sistemas DiferencialesMinisterio de Economia, Industria y Competitividad (MINECO). EspañaEuropean Commission (EC). Fondo Europeo de Desarrollo Regional (FEDER)Junta de Andalucía. Consejería de Economía, Innovación, Ciencia y Empleo2020info:eu-repo/semantics/articleinfo:eu-repo/semantics/submittedVersionapplication/pdfapplication/pdfhttps://hdl.handle.net/11441/100796https://doi.org/10.1080/00207179.2018.1530431reponame:idUS. Depósito de Investigación de la Universidad de Sevillainstname:Universidad de Sevilla (US)InglésInternational Journal of Control, 93 (7), 1726-1734.MTM2015-63723-PP12-FQM-1492https://www.tandfonline.com/doi/pdf/10.1080/00207179.2018.1530431?needAccess=trueinfo:eu-repo/semantics/openAccessoai:idus.us.es:11441/1007962026-06-17T12:51:07Z
dc.title.none.fl_str_mv Stability results for neutral stochastic functional differential equations via fixed point methods
title Stability results for neutral stochastic functional differential equations via fixed point methods
spellingShingle Stability results for neutral stochastic functional differential equations via fixed point methods
Benhadri, Mimia
Fixed points theory
Asymptotic stability in mean square
Neutral stochastic differential equations
Variable delays
title_short Stability results for neutral stochastic functional differential equations via fixed point methods
title_full Stability results for neutral stochastic functional differential equations via fixed point methods
title_fullStr Stability results for neutral stochastic functional differential equations via fixed point methods
title_full_unstemmed Stability results for neutral stochastic functional differential equations via fixed point methods
title_sort Stability results for neutral stochastic functional differential equations via fixed point methods
dc.creator.none.fl_str_mv Benhadri, Mimia
Caraballo Garrido, Tomás
Zeghdoudi, Halim
author Benhadri, Mimia
author_facet Benhadri, Mimia
Caraballo Garrido, Tomás
Zeghdoudi, Halim
author_role author
author2 Caraballo Garrido, Tomás
Zeghdoudi, Halim
author2_role author
author
dc.contributor.none.fl_str_mv Ecuaciones Diferenciales y Análisis Numérico
FQM314: Análisis Estocástico de Sistemas Diferenciales
Ministerio de Economia, Industria y Competitividad (MINECO). España
European Commission (EC). Fondo Europeo de Desarrollo Regional (FEDER)
Junta de Andalucía. Consejería de Economía, Innovación, Ciencia y Empleo
dc.subject.none.fl_str_mv Fixed points theory
Asymptotic stability in mean square
Neutral stochastic differential equations
Variable delays
topic Fixed points theory
Asymptotic stability in mean square
Neutral stochastic differential equations
Variable delays
description In this paper we prove some results on the mean square asymptotic stability of a class of neutral stochastic differential systems with variable delays by using a contraction mapping principle. Namely, a necessary and sufficient condition ensuring the asymptotic stability is proved. The assumption does not require neither boundedness or differentiability of the delay functions, nor do they ask for a fixed sign on the coefficient functions. In particular, the results improve some previous ones proved by Guo, Y., Xu, C., & Wu, J. [(2017). Stability analysis of neutral stochastic delay differential equations by a generalisation of Banach’s contraction principle. International Journal of Control, 90, 1555–1560]. Finally, an example is exhibited to illustrate the effectiveness of the proposed results.
publishDate 2020
dc.date.none.fl_str_mv 2020
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/submittedVersion
format article
status_str submittedVersion
dc.identifier.none.fl_str_mv https://hdl.handle.net/11441/100796
https://doi.org/10.1080/00207179.2018.1530431
url https://hdl.handle.net/11441/100796
https://doi.org/10.1080/00207179.2018.1530431
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv International Journal of Control, 93 (7), 1726-1734.
MTM2015-63723-P
P12-FQM-1492
https://www.tandfonline.com/doi/pdf/10.1080/00207179.2018.1530431?needAccess=true
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Taylor and Francis
publisher.none.fl_str_mv Taylor and Francis
dc.source.none.fl_str_mv reponame:idUS. Depósito de Investigación de la Universidad de Sevilla
instname:Universidad de Sevilla (US)
instname_str Universidad de Sevilla (US)
reponame_str idUS. Depósito de Investigación de la Universidad de Sevilla
collection idUS. Depósito de Investigación de la Universidad de Sevilla
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15,301603

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