Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations (Q1428898)
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scientific article; zbMATH DE number 2065828
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| English | Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations |
scientific article; zbMATH DE number 2065828 |
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Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations (English)
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18 May 2004
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The authors consider neutral stochastic functional differential equations of the general form \(d[x(t) -G(x_t)]=f(t,x_t)\,dt+g(t,x_t)\,dw(t)\). They state several Razumikhin-type theorems concerning \(p\)th moment and almost sure exponential stability of the trivial solution of the above equation. Proofs are not provided.
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neutral stochastic functional differential equations
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stability in \(p\)th mean
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almost sure stability
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Razumikhin-type theorems
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0.9999999
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0.98437375
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0.9832592
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0.9783831
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0.9528191
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