About one unsolved problem in asymptotic p-stability of stochastic systems with delay

The problem of asymptotic $ p $-stability for a linear differential equation with delay and stochastic perturbations, described by a set of mutually independent standard Wiener processes and the Poisson measure, is considered. It is shown the solution of this stability problem for some particular ca...

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Bibliographic Details
Main Author: Leonid Shaikhet
Format: Article
Language:English
Published: AIMS Press 2024-11-01
Series:AIMS Mathematics
Subjects:
Online Access:https://www.aimspress.com/article/doi/10.3934/math.20241560?viewType=HTML
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Summary:The problem of asymptotic $ p $-stability for a linear differential equation with delay and stochastic perturbations, described by a set of mutually independent standard Wiener processes and the Poisson measure, is considered. It is shown the solution of this stability problem for some particular cases of the considered stochastic delay differential equation. However, for the general case of the considered equation, the proposed problem remains open and is presented to the attention of potential readers.
ISSN:2473-6988