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

DOI10.1016/j.jmaa.2006.02.030zbMath1115.60065MaRDI 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 exponent; stochastic functional equations

Mathematics Subject Classification ID

60H20: Stochastic integral equations

Related Items

Stability of neutral stochastic functional differential equations with Markovian switching driven by G-Brownian motion, Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate, Unnamed Item, pth moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching, New results on exponential stability in mean square of neutral stochastic equations with delays, Asymptotic stability of second-order neutral stochastic differential equations, Unnamed Item, Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients, 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, On some stability problems of impulsive stochastic Cohen-Grossberg neural networks with mixed time delays, The Razumikhin approach on general decay stability for neutral stochastic functional differential equations, Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method, 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, Some analytic approximations for neutral stochastic functional differential equations, General decay pathwise stability of neutral stochastic differential equations with unbounded delay, Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion, Exponential stability of neutral stochastic delay differential equations with Markovian switching, Some criteria on \(p\)th moment stability of impulsive stochastic functional differential equations, Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay, 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, On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential 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, The boundedness and exponential stability criterions for nonlinear hybrid neutral stochastic functional differential equations, Exponential stability of non-linear neutral stochastic delay differential system with generalized delay-dependent impulsive points, Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion, 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, On a general decay stability of stochastic Cohen-Grossberg neural networks with time-varying delays, Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations, \(p\)th moment exponential stability of neutral stochastic differential equations driven by Lévy noise, Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations, Razumikhin-type theorems on general decay stability of stochastic functional differential equations with infinite delay, Razumikhin-type theorem and mean square asymptotic behavior of the backward Euler method for neutral stochastic pantograph equations, The moment and almost surely exponential stability of stochastic heat equations

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