RAZUMIKHIN-TYPE THEOREM FOR NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY

被引：0
|
作者：
吴付科
胡适耕
毛学荣
机构：
[1] School of Mathematics and Statistics, Huazhong University of Science and Technology
[2] Department of Mathematics and Statistics, University of Strathclyde
来源：
Acta Mathematica Scientia | 2011年 / 31卷 / 04期
关键词：
neutral stochastic functional differential equations; Razumikhin-type theorem; ψ γ stability; exponential stability; polynomial stability;
D O I：
暂无
中图分类号：
O211.63 [随机微分方程];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper establishes the Razumikhin-type theorem on stability for neutral stochastic functional differential equations with unbounded delay. To overcome difficulties from unbounded delay, we develop several different techniques to investigate stability. To show our idea clearly, we examine neutral stochastic delay differential equations with unbounded delay and linear neutral stochastic Volterra unbounded-delay-integro-differential equations.
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页码：1245 / 1258
页数：14
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