RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS

被引：0

作者：

Zhou Shaobo ^{[1
]}

Hu Shigeng ^{[1
]}

机构：

[1] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R China

来源：

ACTA MATHEMATICA SCIENTIA | 2009年 / 29卷 / 01期

关键词：

Markovian chain; Razumikhin-type theorem; neutral stochastic functional differential equation; exponential stability; NUMERICAL-SOLUTIONS; DELAY EQUATIONS; STABILITY; CONVERGENCE; SDDES;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The stability of stochastic functional differential equation with Markovian switching was studied by several authors, but there was almost no work on the stability of the neutral stochastic functional differential equations with Markovian switching. The aim of this article is to close this gap. The authors establish Razumikhin-type theorem of the neutral stochastic functional differential equations with Markovian switching, and those without Markovian switching.

引用

页码：181 / 190

页数：10

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