On the decay rate for a stochastic delay differential equation with an unbounded delay

IF 2.8 2区数学 Q1 MATHEMATICS, APPLIED

Applied Mathematics Letters Pub Date : 2025-03-11 DOI:10.1016/j.aml.2025.109541

Xin Yao , Surong You , Wei Mao , Xuerong Mao

引用次数: 0

Abstract

How does the delay function affect its decay rate for a stable stochastic delay differential equation with an unbounded delay? Under suitable Khasminskii-type conditions, an existence-and-uniqueness theorem for an SDDE with a general unbounded time-varying delay will be firstly given. Its decay rate will be discussed when the equation is stable. Given the unbounded delay function, it will be shown that the decay rate can be directly expressed as a function of the delay.

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具有无界时滞的随机时滞微分方程的衰减率

对于具有无界延迟的稳定随机延迟微分方程，延迟函数如何影响其衰减率？在适当的khasminskii型条件下，首先给出了一类具有一般无界时变时滞的SDDE的存在唯一性定理。当方程稳定时，将讨论其衰减率。给定无界延迟函数，将证明衰减率可以直接表示为延迟的函数。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Applied Mathematics Letters 数学-应用数学

CiteScore

7.70

自引率

5.40%

发文量

347

审稿时长

10 days

期刊介绍： The purpose of Applied Mathematics Letters is to provide a means of rapid publication for important but brief applied mathematical papers. The brief descriptions of any work involving a novel application or utilization of mathematics, or a development in the methodology of applied mathematics is a potential contribution for this journal. This journal''s focus is on applied mathematics topics based on differential equations and linear algebra. Priority will be given to submissions that are likely to appeal to a wide audience.