On the \(p\)th moment exponential stability criteria of neutral stochastic functional differential equations

DOI10.1016/J.JMAA.2006.02.030zbMath1115.60065OpenAlexW2022627218MaRDI QIDQ860938

Jelena Randjelović, Svetlana Janković

Publication date: 9 January 2007

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2006.02.030

zbMATH Keywords

Lyapunov exponentstochastic functional equations

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Related Items (39)

On some stability problems of impulsive stochastic Cohen-Grossberg neural networks with mixed time delays ⋮ Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion ⋮ \(p\)th moment exponential stability of neutral stochastic differential equations driven by Lévy noise ⋮ New results on exponential stability in mean square of neutral stochastic equations with delays ⋮ On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations ⋮ The Razumikhin approach on general decay stability for neutral stochastic functional differential equations ⋮ Some analytic approximations for neutral stochastic functional differential equations ⋮ Unnamed Item ⋮ Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method ⋮ Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations ⋮ Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients ⋮ Exponential stability of neutral stochastic delay differential equations with Markovian switching ⋮ Razumikhin-type theorems on general decay stability of stochastic functional differential equations with infinite delay ⋮ Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion ⋮ Existence and stability behaviour of FSDE driven by Rosenblatt process with the application of visual perception of fish robot ⋮ Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations ⋮ A note on order of convergence of numerical method for neutral stochastic functional differential equations ⋮ Moment exponential stability and integrability of stochastic functional differential equations ⋮ Razumikhin-type theorem and mean square asymptotic behavior of the backward Euler method for neutral stochastic pantograph equations ⋮ Attracting and quasi-invariant sets of neutral stochastic integro-differential equations with impulses driven by fractional Brownian motion ⋮ Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects ⋮ General decay pathwise stability of neutral stochastic differential equations with unbounded delay ⋮ The moment and almost surely exponential stability of stochastic heat equations ⋮ Asymptotic stability of neutral impulsive stochastic partial differential equation of Sobolev type with Poisson jumps ⋮ On exponential stability in mean square of neutral stochastic functional differential equations ⋮ Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate ⋮ On a general decay stability of stochastic Cohen-Grossberg neural networks with time-varying delays ⋮ Unnamed Item ⋮ Some criteria on \(p\)th moment stability of impulsive stochastic functional differential equations ⋮ The boundedness and exponential stability criterions for nonlinear hybrid neutral stochastic functional differential equations ⋮ Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay ⋮ Exponential stability of non-linear neutral stochastic delay differential system with generalized delay-dependent impulsive points ⋮ Stability of neutral stochastic functional differential equations with Markovian switching driven by G-Brownian motion ⋮ Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations ⋮ Exponential stability for stochastic neutral partial functional differential equations ⋮ Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations ⋮ Stochastic functional differential equations with infinite delay ⋮ Asymptotic stability of second-order neutral stochastic differential equations ⋮ pth moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching

Cites Work

• Unnamed Item
• Unnamed Item
• Exponential stability in mean square of neutral stochastic differential functional equations
• Stability of functional differential equations
• Introduction to functional differential equations
• Exponential stability of non-linear stochastic evolution equations
• Almost sure exponential stability of neutral differential difference equations with damped stochastic perturbations
• On the exponential stability in mean square of neutral stochastic functional differential equations
• Nonlinear flows of stochastic linear delay equations
• Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
• Robustness of exponential stability of stochastic differential delay equations
• Asymptotic properties of neutral stochastic differential delay equations
• A class of functional equations of neutral type
• On the Uniform Asymptotic Stability of Functional Differential Equations of the Neutral Type

This page was built for publication: On the \(p\)th moment exponential stability criteria of neutral stochastic functional differential equations