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Differential Equations and Control Processes
(Differencialnie Uravnenia i Protsesy Upravlenia)

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Stability, Boundedness and Uniqueness of Solutions to Certain Third Order Stochastic Delay Differential Equations

Author(s):

A. T. Ademola

Department of Mathematics, Faculty of Science
Obafemi Awolowo University, Ile-Ife, Nigeria

ademola672000@yahoo.com

Abstract:

The behaviour of solutions to certain third order nonlinear non autonomous stochastic delay differential equations with constant deviating arguments is considered. The main procedure lies on the construction of a perfect Lyapunov functional which is used to obtain suitable conditions which guarantee uniform stability, boundedness and uniqueness of global solution for t>0. The obtained results are new and complement related second order stochastic differential equations that have appeared in the literature. Moreover, examples are given to illustrate the feasibility and correctness of the main results.

Keywords

References:

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