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Mkhize, T.G., Govinder, K., Moyo, S. and Meleshko, S. (2017) Linearization Criteria for Systems of Two Second-Order Stochastic Ordinary Differential Equations. Applied Mathematics and Computation, 301, 25-35.
https://doi.org/10.1016/j.amc.2016.12.019

has been cited by the following article:

• TITLE: Stability of High-Order Linear Itô Equations with Delays

  AUTHORS: Lev Idels, Ramazan Kadiev, Arcady Ponosov

  KEYWORDS: High-Order Stochastic Models, Delay, Stability, Non-Lyapunov Methods, M-Matrices

  JOURNAL NAME: Applied Mathematics, Vol.9 No.3, March 29, 2018

  ABSTRACT: A novel general stability analysis scheme based on a non-Lyapunov framework is explored. Several easy-to-check sufficient conditions for exponential p-stability are formulated in terms of M-matrices. Stability analysis of applied second-order Itô equations with delay is provided as well. The linearization technique, in combination with the tests obtained in this paper, can be used for local stability analysis of a wide class of nonlinear stochastic differential equations.