Stochastic functional differential equations with infinite delay

被引：36

作者：

Zhou, Shaobo ^{[1
]}

Wang, Zhiyong

Feng, Dan ^{[2
,3
]}

机构：

[1] Univ Elect Sci & Technol China, Sch Appl Math, Chengdu 610054, Peoples R China

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

[3] Huazhong Univ Sci & Technol, Coll Comp Sci, Wuhan 430074, Peoples R China

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2009年 / 357卷 / 02期

关键词：

Stochastic functional differential equation; Exponential stability; pth moment psi(gamma)(t)-bounded; Infinite delay; EXPONENTIAL STABILITY; THEOREMS;

D O I：

10.1016/j.jmaa.2009.04.015

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The stability and boundedness of the solution for stochastic functional differential equation with finite delay have been studied by several authors, but there is almost no work on the stability of the solutions for stochastic functional differential equations with infinite delay. The main aim of this paper is to close this gap. We establish criteria of pth moment psi(gamma)(t)-bounded for neutral stochastic functional differential equations with infinite delay and exponentially stable criteria for stochastic functional differential equations with infinite delay, and we also illustrate the result with an example. Crown Copyright (C) 2009 Published by Elsevier Inc. All rights reserved.

引用

页码：416 / 426

页数：11