On the exponential stability in mean square of neutral stochastic functional differential equations
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Publication:1960458
DOI10.1016/S0167-6911(99)00021-3zbMath0948.93060OpenAlexW2022761700MaRDI QIDQ1960458
Publication date: 12 January 2000
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6911(99)00021-3
Brownian motionLyapunov exponentnonautonomousItô's formulaexponential stability in mean squarestochastic neutral functional differential equation
Control/observation systems governed by functional-differential equations (93C23) Stochastic stability in control theory (93E15)
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