The Improved LaSalle-Type Theorems for Stochastic Differential Delay Equations |
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| Authors: | Xiaoyue Li Xuerong Mao |
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| Affiliation: | 1. School of Mathematics and Statistics , Northeast Normal University , Changchun , P.R. China lixy209@nenu.edu.cn lixy209@yahoo.com.cn;3. Department of Mathematics and Statistics , University of Strathclyde , Glasgow , Scotland , UK |
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| Abstract: | The main aim of this article is to deal with the almost-sure stability of stochastic differential delay equations. Our improved theorems give better results while conditions imposed on the Lyapunov function are much weaker, thus, it is easier to find a right Lyapunov function in application. |
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| Keywords: | Itô's formula LaSalle's theorem Nonnegative semimartingale convergence theorem |
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