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Mean square asymptotic stability characterisation of perturbed linear stochastic functional differential equations (2304.08161v3)
Published 17 Apr 2023 in math.PR and math.DS
Abstract: In this paper we investigate the mean square asymptotic stability of a perturbed scalar linear stochastic functional differential equation. Specifically, we are able to give necessary and sufficient conditions on the forcing terms for convergence of the mean square, exponential convergence of the mean square, and integrability of the mean square of solutions. It is also essential that the underlying unperturbed SFDE is mean square asymptotically stable for these results to hold.
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