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.
引用
收藏
页码：1245 / 1258
页数：14
相关论文
共 50 条
  • [21] THE LASALLE-TYPE THEOREM FOR NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY
    Wu, Fuke
    Hu, Shigeng
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2012, 32 (03) : 1065 - 1094
  • [22] RAZUMIKHIN-TYPE THEOREMS FOR ASYMPTOTIC STABILITY OF IMPULSIVE STOCHASTIC FUNCTIONAL DIFFERENTIAL SYSTEMS
    Cheng, Pei
    Deng, Feiqi
    Dai, Xisheng
    JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2010, 19 (01) : 72 - 84
  • [23] Razumikhin method for impulsive functional differential equations of neutral type
    Li, Xiaodi
    Deng, Feiqi
    CHAOS SOLITONS & FRACTALS, 2017, 101 : 41 - 49
  • [24] Razumikhin-Type Stability Criteria for Differential Equations with Delayed Impulses
    Wang, Qing
    Zhu, Quanxin
    ELECTRONIC JOURNAL OF QUALITATIVE THEORY OF DIFFERENTIAL EQUATIONS, 2013, (14) : 1 - 18
  • [25] Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations
    Guo, Ping
    Li, Chong-Jun
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2019, 355 : 77 - 90
  • [26] Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations
    Guo, Ping
    Li, Chong-Jun
    BIT NUMERICAL MATHEMATICS, 2019, 59 (01) : 77 - 96
  • [27] Stability of a Class of Hybrid Neutral Stochastic Differential Equations with Unbounded Delay
    Lu, Boliang
    Song, Ruili
    DISCRETE DYNAMICS IN NATURE AND SOCIETY, 2017, 2017
  • [28] The Razumikhin approach on general decay stability for neutral stochastic functional differential equations
    Pavlovic, Gorica
    Jankovic, Svetlana
    JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2013, 350 (08): : 2124 - 2145
  • [29] RAZUMIKHIN-TYPE THEOREMS ON POLYNOMIAL STABILITY OF HYBRID STOCHASTIC SYSTEMS WITH PANTOGRAPH DELAY
    Mao, Wei
    Hu, Liangjian
    Mao, Xuerong
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2020, 25 (08): : 3217 - 3232
  • [30] Quantitative bounds for general Razumikhin-type functional differential inequalities with applications
    Zhao, Xueyan
    Fu, Minyue
    Deng, Feiqi
    Yang, Qigui
    COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2020, 86
12345