The p-th moment exponential stability of neutral stochastic functional differential equations

DOI10.2298/FIL0601059JzbMath1142.60371OpenAlexW1984944741MaRDI QIDQ5450409

Svetlana Janković, Miljana Janković

Publication date: 20 March 2008

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil0601059j

zbMATH Keywords

Brownian motionLyapunov exponent\(p\)-th moment stability

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Stochastic integral equations (60H20)

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Mean square stability of two classes of theta method for neutral stochastic differential delay equations ⋮ The Razumikhin approach on general decay stability for neutral stochastic functional differential equations ⋮ Some analytic approximations for neutral stochastic functional differential equations ⋮ Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme ⋮ Moment exponential stability and integrability of stochastic functional differential equations ⋮ 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 ⋮ 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 ⋮ Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations ⋮ Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations

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