Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations

DOI10.1016/J.JMAA.2009.02.011zbMATH Open1166.60040OpenAlexW2041806203MaRDI QIDQ1022984FDOQ1022984

Authors: Svetlana Janković, Jelena Randjelović, Miljana Jovanović 

Publication date: 10 June 2009

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.2009.02.011

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zbMATH Keywords

Brownian motionalmost sure exponential stabilityneutral stochastic functional differential equation\(p\)th moment exponential stabilityRazumikhin-type theorems

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Stochastic integral equations (60H20)

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• Exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching
• Stochastic Stabilization of Neutral Stochastic Delay Systems Based on Discrete Observations
• Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations
• Razumikhin and Krasovskii stability of impulsive stochastic delay systems via uniformly stable function method
• Existence, uniqueness and stability analysis for neutral stochastic functional differential equations with jumps and infinite delay
• Exponential stability in mean square of neutral stochastic functional differential equations
• Stability analysis of a class of neutral stochastic functional differential equations
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• Quantitative bounds for general Razumikhin-type functional differential inequalities with applications
• On asymptotic convergence and boundedness of stochastic systems with time-delay
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• Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme
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• Some criteria on \(p\)th moment stability of impulsive stochastic functional differential equations
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• The method of Lyapunov-Razumikhin functions in stability analysis of systems with delay
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• Razumikhin-Nussbaum-lemma-based adaptive neural control for uncertain stochastic pure-feedback nonlinear systems with time-varying delays
• Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition
• Stability of stochastic functional differential systems using degenerate Lyapunov functionals and applications
• Exponential stability analysis of impulsive stochastic functional differential systems with delayed impulses
• Approximate controllability of a second-order neutral stochastic differential equation with state-dependent delay
• Stability analysis of the \(\theta\)-method for hybrid neutral stochastic functional differential equations with jumps
• The boundedness and exponential stability criterions for nonlinear hybrid neutral stochastic functional differential equations
• Exponential stability and instability of impulsive stochastic functional differential equations with Markovian switching
• On the exponential stability in mean square of neutral stochastic functional differential equations

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