Exponential Stability in Mean Square of Stochastic Functional Differential Equations with Infinite Delay

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作者
Zhi Li
Liping Xu
机构
[1] Yangtze University,School of Information and Mathematics
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关键词
Exponential stability in mean square; Stochastic functional differential equations; Neutral stochastic functional differential equations; Infinite delay; 60H15; 60G15; 60H05;
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摘要
A novel approach to the exponential stability in mean square of stochastic functional differential equations and neutral stochastic functional differential equations with infinite delay is presented. Consequently, some new criteria for the exponential stability in mean square of the considered equations are obtained. Lastly, some examples are investigated to illustrate the theory.
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