On the pth moment exponential stability criteria of neutral stochastic functional differential equations

被引：64

作者：

Randjelovic, Jelena ^{[1
]}

Jankovic, Svetlana ^{[1
]}

机构：

[1] Univ Nis, Fac Sci & Math, Nish 18000, Serbia

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2007年 / 326卷 / 01期

关键词：

Brownian motion; neutral stochastic functional differential equation; Lyapunov exponent; pth moment exponential stability; Ito formula;

D O I：

10.1016/j.jmaa.2006.02.030

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The paper discusses the pth moment exponential stability for a general class of neutral stochastic functional differential equations of the Ito type. This investigation can be very complicated, even in many special cases, by using usual methods based on Lyapunov functionals. In this paper we present criteria which are relatively easy to verify the pth moment exponential stability of the solutions of such equations. (c) 2006 Elsevier Inc. All rights reserved.

引用

页码：266 / 280

页数：15

共 15 条

[1]

Hale J. K., 1993, INTRO FUNCTIONAL DIF, DOI 10.1007/978-1-4612-4342-7

[2] UNIFORM ASYMPTOTIC STABILITY OF FUNCTIONAL DIFFERENTIAL EQUATIONS OF NEUTRAL TYPE [J].