Title of article :
Improved new qualitative results on stochastic delay differential equations of second order
Author/Authors :
Tunc ، Cemil Department of Mathematics - Faculty of Sciences - Van Yuzuncu Yil University , Oktan ، Zozan Department of Mathematics - Faculty of Sciences - Van Yuzuncu Yil University
Abstract :
This paper deals with a class of stochastic delay differential equations (SDDEs) of second order with multiple delays. Here, two main and novel results are proved on stochastic asymptotic stability and stochastic boundedness of solutions of the considered SDDEs. In the proofs of results, the Lyapunov-Krasovskii functional (LKF) method is used as the main tool. A comparison between our results and those are available in the literature shows that the main results of this paper have new contributions to the related ones in the current literature. Two numerical examples are given to show the applications of the given results.
Keywords :
SDDEs , Second order , multiple constant delays , Stability , boundedness , Ito formula , LKF
Journal title :
Computational Methods for Differential Equations
Journal title :
Computational Methods for Differential Equations