Razumikhin-Type Theorems on Stability of Neutral Stochastic Functional Differential Equations

DOI10.1109/TAC.2008.929383zbMath1367.34096MaRDI QIDQ4974297

Lirong Huang, Fei Qi Deng

Publication date: 8 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34K20: Stability theory of functional-differential equations

60H25: Random operators and equations (aspects of stochastic analysis)

34K50: Stochastic functional-differential equations

Related Items

Controllability of fractional impulsive neutral stochastic functional differential equations via Kuratowski measure of noncompactness, Stability of neutral stochastic functional differential equations with Markovian switching driven by G-Brownian motion, Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations, pth moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching, Razumikhin-type theorem for stochastic functional differential equations with Lévy noise and Markov switching, Unnamed Item, Stability Analysis for Stochastic Neutral Switched Systems with Time-Varying Delay, Unnamed Item, Stochastic Stabilization of Neutral Stochastic Delay Systems Based on Discrete Observations, Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations, \(p\)-th moment exponential stability of stochastic differential equations with impulse effect, \(p\)-moment stability of stochastic differential delay systems with impulsive jump and Markovian switching, The \(p\)th moment boundedness of stochastic functional differential equations with Markovian switching, Global exponential stability of impulsive stochastic functional differential systems, Exponential stability of neutral stochastic delay differential equations with Markovian switching, Some criteria on \(p\)th moment stability of impulsive stochastic functional differential equations, SMC design for robust \(H^{\infty}\) control of uncertain stochastic delay systems, Razumikhin-type theorems on \(p\)th moment boundedness of neutral stochastic functional differential equations with Markovian switching, Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition, Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps, Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme, Exponential stability and instability of impulsive stochastic functional differential equations with Markovian switching, On asymptotic convergence and boundedness of stochastic systems with time-delay, \(p\)th moment exponential stability of impulsive stochastic functional differential equations with Markovian switching, Advances in stabilization of highly nonlinear hybrid delay systems, Analysis of stochastic neutral fractional functional differential equations, Advances in nonlinear hybrid stochastic differential delay equations: existence, boundedness and stability, Stability analysis of the \(\theta\)-method for hybrid neutral stochastic functional differential equations with jumps, Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay, Quantitative bounds for general Razumikhin-type functional differential inequalities with applications, Asymptotic behavior analysis of Markovian switching neutral-type stochastic time-delay systems, The stability with a general decay of stochastic delay differential equations with Markovian switching, Exponential stability analysis of impulsive stochastic functional differential systems with delayed impulses, The stability of distributed neutral delay differential systems with Markovian switching, Asymptotic behavior of impulsive stochastic functional differential equations, Non-monotonicity of Lyapunov functions for functional differential equations with enlightenments for related research methods, Existence, uniqueness, and stability of stochastic neutral functional differential equations of Sobolev-type