On the asymptotic stability of solutions of stochastic differential delay equations of second order


TUNÇ O., TUNÇ C.

JOURNAL OF TAIBAH UNIVERSITY FOR SCIENCE, cilt.13, sa.1, ss.875-882, 2019 (SCI-Expanded) identifier

Özet

In this paper, we consider a non-linear stochastic differential delay equation (SDDE) of second order. We derive new sufficient conditions which guarantee stochastically stability and stochastically asymptotically stability of the zero solution of that SDDE. Here, the technique of the proof is based on the definition of a suitable Lyapunov-Krasovskii functional, which gives meaningful results for the problem under consideration. The derived results extend and improve some result of in the relevant literature, which are related to the qualitative properties of solutions of a SDDE of second order. The results of this paper are new and have novelty, and they do a contribution to the topic and relevant literature. As an application, an example is given to show the effectiveness and applicability of the obtained results. Finally, by the results of this paper, we extend and improve some recent results that can be found in the relevant literature.