Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations (Q1428898): Difference between revisions
From MaRDI portal
Latest revision as of 16:13, 6 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations |
scientific article |
Statements
Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations (English)
0 references
18 May 2004
0 references
The authors consider neutral stochastic functional differential equations of the general form \(d[x(t) -G(x_t)]=f(t,x_t)\,dt+g(t,x_t)\,dw(t)\). They state several Razumikhin-type theorems concerning \(p\)th moment and almost sure exponential stability of the trivial solution of the above equation. Proofs are not provided.
0 references
neutral stochastic functional differential equations
0 references
stability in \(p\)th mean
0 references
almost sure stability
0 references
Razumikhin-type theorems
0 references
0 references
0 references
0 references
0 references
