STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY

被引：0
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作者：
Zhencheng Fan Dept of MathMinjiang UniversityFuzhou [350108 ]
Yu Xiao Dept of MathHarbin Institute of TechnologyHarbin [150001 ]
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来源：
Annals of Differential Equations | 2009年 / 25卷 / 03期
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中图分类号：
O211.63 [随机微分方程];
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摘要：
In this paper,we obtain suffcient conditions for the stability in p-th moment of the analytical solutions and the mean square stability of a stochastic differential equation with unbounded delay proposed in [6,10] using the explicit Euler method.
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页码：309 / 315
页数：7
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