
doi: 10.1063/1.1666834
A system of functional differential equations with random retardation, ẋ(t) = f(t, xt), is studied, where xt(θ) = x(t + θ), η(t, ω) ≤ θ ≤ 0, − r ≤ η(t, ω) ≤ 0, and η(t, ω) is a stochastic process defined on some probability space (Ω, μ, P). Some comparison theorems are stated and proved in details under suitable assumptions on f(t, xt). Sufficient conditions for stability in the mean for the trivial solution then follow. The usefulness of the sufficient conditions is illustrated by an example with two different Lyapunov functions.
Ordinary differential equations and systems with randomness, Stability of solutions to ordinary differential equations, Stochastic ordinary differential equations (aspects of stochastic analysis)
Ordinary differential equations and systems with randomness, Stability of solutions to ordinary differential equations, Stochastic ordinary differential equations (aspects of stochastic analysis)
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