Razumikhin-type Theorems on Exponential Stability of Stochastic Functional Differential Equations with Infinite Delay

被引：0
|
作者：
Zhihao Yang
Enwen Zhu
Yong Xu
Yimin Tan
机构：
[1] Central South University,School of Mathematics
[2] Changsha University of Science and Technology,School of Mathematics and Computational Science
[3] Central South University of Forestry and Technology,School of Sciences
[4] Central South University of Forestry and Technology,Research Center of Forest Tourism
来源：
Acta Applicandae Mathematicae | 2010年 / 111卷
关键词：
Razumikhin theorem; Infinite delay; Exponential stability; Itô’s formula; 34K50; 60H10; 92D25; 93E03;
D O I：
暂无
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学科分类号：
摘要：
The main aim of this paper is to study the stability of the stochastic functional differential equations with infinite delay. We establish several Razumikhin-type theorems on the exponential stability for stochastic functional differential equations with infinite delay. By applying these results to stochastic differential equations with distributed delay, we obtain some sufficient conditions for both pth moment and almost surely exponentially stable. Finally, some examples are presented to illustrate our theory.
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页码：219 / 231
页数：12
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