No label defined (Q4944368)

The authors discuss the exponential stability in mean square for a neutral stochastic differential difference equation of the form \[ d(x(t)- G(x(t- \tau)))= f(t, x(t), x(t-\tau))dt+ \sigma(t, x(t),x(t- \tau)) dw(t). \] In the case when \((t,x,y)= 0\) this neutral stochastic differential difference equation becomes a deterministic neutral differential difference equation \[ {d\over dt} (x(t)- G(x(t- \tau)))= f(t,x(t), x(t-\tau)). \] So as corollaries the authors obtain a number of useful criteria for this deterministic neutral differential difference equation to be exponentially stable. Several interesting examples are also given for illustration.