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

DOI10.1016/J.JMAA.2009.02.011MaRDI QIDQ1022984zbMATH OpenOpenAlexFDO

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

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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Cited in

(69)

• On the exponential stability in mean square of neutral stochastic functional differential equations
• Stability analysis of a class of neutral stochastic functional differential equations
• The Razumikhin approach on general decay stability for neutral stochastic functional differential equations
• Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations
• Design of sliding-mode observer for a class of uncertain neutral stochastic systems
• Stability of neutral stochastic functional differential equations with Markovian switching driven by \(G\)-Brownian motion
• Exponential stability of neutral stochastic functional differential equations driven by \(G\)-Brownian motion
• Exponential stability of solutions for retarded stochastic differential equations without dissipativity
• Quantitative bounds for general Razumikhin-type functional differential inequalities with applications
• Razumikhin-type theorems on \(P\)-th moment and almost sure stability of neutral stochastic switched nonlinear systems
• Exponential stability of impulsive stochastic functional differential systems
• On asymptotic convergence and boundedness of stochastic systems with time-delay
• Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme
• Mean square stability of two classes of theta method for neutral stochastic differential delay equations
• scientific article; zbMATH DE number 2070775 (Why is no real title available?)
• Stability of hybrid stochastic functional differential equations
• Some criteria on pth moment stability of impulsive stochastic functional differential equations
• Razumikhin-type theorem for stochastic functional differential equations with Lévy noise and Markov switching
• Discrete Razumikhin-type stability theorems for stochastic discrete-time delay systems
• Razumikhin-type theorems on \(p\)th moment boundedness of neutral stochastic functional differential equations with Markovian switching
• On the \(p\)th moment exponential stability criteria of neutral stochastic functional differential equations
• The method of Lyapunov-Razumikhin functions in stability analysis of systems with delay
• Moment estimate and existence for the solution of neutral stochastic functional differential equation
• Global exponential stability of impulsive stochastic functional differential systems
• Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations
• Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations
• Periodic solutions of abstract neutral functional differential equations
• Stability analysis of neutral stochastic delay differential equations via the vector Lyapunov function method
• A new method for exponential stability of coupled reaction-diffusion systems with mixed delays: combining Razumikhin method with graph theory
• Exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching
• On neutral impulsive stochastic integro-differential equations with infinite delays via fractional operators
• Stability of stochastic functional differential equations with impulses by an average approach
• Moment exponential stability and integrability of stochastic functional differential equations
• A note on stability of hybrid stochastic differential equations
• Exponential stability of impulsive stochastic functional differential equations
• Stochastic Stabilization of Neutral Stochastic Delay Systems Based on Discrete Observations
• Exponential stability of stochastic functional differential equations with Markovian switching and delayed impulses via Razumikhin method
• Some analytic approximations for neutral stochastic functional differential equations
• A note on attraction and stability of neutral stochastic delay differential equations with Markovian switching
• Exponential stability for nonlinear hybrid stochastic systems with time varying delays of neutral type
• Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay
• \(p\)th moment exponential stability of impulsive stochastic functional differential equations with Markovian switching
• Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations
• Razumikhin-type theorem and mean square asymptotic behavior of the backward Euler method for neutral stochastic pantograph equations
• \(p\)-moment stability of stochastic differential delay systems with impulsive jump and Markovian switching
• Razumikhin-type theorems on general decay stability and robustness for stochastic functional differential equations
• \(p\)th moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching
• Exponential stability of neutral stochastic delay differential equations with Markovian switching
• Razumikhin-type theorems on general decay stability of stochastic functional differential equations with infinite delay
• An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
• Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations
• Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
• Attracting and invariant sets of nonlinear stochastic neutral differential equations with delays
• Razumikhin and Krasovskii stability of impulsive stochastic delay systems via uniformly stable function method
• Asymptotic behavior analysis of Markovian switching neutral-type stochastic time-delay systems
• Stability of stochastic functional differential systems with semi-Markovian switching and Lévy noise by functional Itô's formula and its applications
• Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function
• Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations
• Razumikhin-Nussbaum-lemma-based adaptive neural control for uncertain stochastic pure-feedback nonlinear systems with time-varying delays
• Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations
• Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition
• 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 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

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