Contraction analysis of stochastic functional differential equations
Abstract
We address the problem of contraction with a general decay rate of stochastic functional differential equations. A comprehensive framework and an effective approach to tackle this open problem are presented. Some explicit criteria for the contraction are presented in this paper for the first time. Particularly, explicit criteria for the contraction with an exponential decay rate, a polynomial decay rate and a logarithmic decay rate are derived. Some illustrative examples are given.
Fields of Study & Subjects
Stability and Control of Uncertain Systems
Stability and Controllability of Differential Equations
Control and Stability of Dynamical Systems
Publication details
- Journal / source
- International Journal of Systems Science
- Pages
- 1–10
- Publication date
- 9 February 2026
- Language
- EN