Razumikhin-type theorems on general decay stability of stochastic functional differential equations with infinite delay (Q2428089)

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Razumikhin-type theorems on general decay stability of stochastic functional differential equations with infinite delay
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    Razumikhin-type theorems on general decay stability of stochastic functional differential equations with infinite delay (English)
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    24 April 2012
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    By the Razumikhin-type technique, this paper examines the general decay stability of stochastic functional differential equations with infinite delay. This result extends Mao's work [\textit{X. Mao}, Stochastic differential equation and applications. 2nd ed. Chichester: Horwood Publishing (2007; Zbl 1138.60005)] to the general decay stability and infinite delay. This paper also applies this result to examine the general decay stability of stochastic delay differential equations with infinite delay and distributed delay.
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    Stochastic functional differential equation
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    Infinite delay
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    Razumikhin-type theorem
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    Moment and almost sure stability
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    General decay
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