Ayman M. Mahmoud and Cemil Tunc. Boundedness and Exponential Stability for a Certain Third-Order Stochastic Delay Differential Equation. Dynamic Systems and Applications 29 (2020), No. 2, 288-302

https://doi.org/10.46719/dsa20202927

ABSTRACT.
New sufficient criteria on uniformly stochastically bounded (USB) and exponentially
asymptotically stable (EAS) of solutions for third-order stochastic delay differential equation (SDDE) are investigated. The techniques used in the proofs are based on the construction of Lyapunov functionals (LFs), our results include and improve some results that are available. An example is presented to show the efficiency of the obtained results.

AMS (MOS) Subject Classification. 34K20, 34K50, 60H35.