IJPAM: Volume 74, No. 2 (2012)
REMARKS ON THE STABILISATION OF STOCHASTIC
DELAY DIFFERENTIAL EQUATIONS BY NOISE
DELAY DIFFERENTIAL EQUATIONS BY NOISE
Olufemi Adeyinka Adesina
, Titilope Christianah Oshinubi
,
Johnson Adekunle Osilagun
, Suraju Olusegun Ajadi
Department of Mathematics
Obafemi Awolowo University
Ile-Ife, NIGERIA
Department of Mathematical Sciences
Olabisi Onabanjo University
Ago-Iwoye, NIGERIA


Johnson Adekunle Osilagun



Obafemi Awolowo University
Ile-Ife, NIGERIA

Olabisi Onabanjo University
Ago-Iwoye, NIGERIA
Abstract. This paper is concerned with the stabilisation of finite dimensional stochastic delay differential equation of the form

where



Received: June 16, 2011
AMS Subject Classification: 39A11, 60F15, 65C30, 34D40, 34D45
Key Words and Phrases: stochastic delay differential equations, Ito's theorem, stability, noise
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Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Year: 2012
Volume: 74
Issue: 2