Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations

DOI10.1137/S0036141095290835zbMATH Open0876.60047OpenAlexW2197252680MaRDI QIDQ4337405FDOQ4337405

Authors: Xuerong Mao 

Publication date: 10 November 1997

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036141095290835

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zbMATH Keywords

Brownian motionexponential stabilityBorel-Cantelli lemmaRazumikhin-type theoremDoob martingale inequality

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Stochastic integral equations (60H20)

Cited In (only showing first 100 items - show all)

• Successive approximation of neutral functional stochastic differential equations in Hilbert spaces
• The Razumikhin approach on general decay stability for neutral stochastic functional differential equations
• A Razumikhin-type theorem for neutral stochastic functional differential equations with unbounded delay
• Asymptotic properties of neutral stochastic differential delay equations
• Stability of a neutral stochastic functional differential equations
• Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
• Razumikhin-type theorems of infinite dimensional stochastic functional differential equations
• Exponential stability of solutions for retarded stochastic differential equations without dissipativity
• Moment exponential stability of random delay systems with two-time-scale Markovian switching
• Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
• Title not available (Why is that?)
• Stability of nonlinear neutral stochastic functional differential equations
• Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations
• Exponential stability for stochastic neutral partial functional differential equations
• Razumikhin-type theorem for stochastic functional differential equations with Lévy noise and Markov switching
• Influences of time delay and noise on the chaotic motion of a bistable system
• Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations
• 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
• Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations
• On the \(p\)th moment exponential stability criteria of neutral stochastic functional differential equations
• Stability in distribution of neutral stochastic functional differential equations with Markovian switching
• Successive approximation of neutral functional stochastic differential equations with variable delays
• Taylor approximation of stochastic functional differential equations with the Poisson jump
• Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay
• Krasovskii and Razumikhin Stability Theorems for Stochastic Switched Nonlinear Time-Delay Systems
• A new method for exponential stability of coupled reaction-diffusion systems with mixed delays: combining Razumikhin method with graph theory
• Retarded Neutral Stochastic Equations Driven by Multiplicative Fractional Brownian Motion
• Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations
• Finite-time synchronization for chaotic neural networks with stochastic disturbances
• Delay-dependent robust \(H_\infty\) filtering for uncertain neutral stochastic time-delay systems
• Control of stochastic systems with time-varying multiple time delays: LMI approach
• Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps
• Stability analysis of impulsive stochastic delayed differential systems with infinite delay or finite delay and average-delay impulses
• Stochastic functional differential equations with infinite delay
• Exponential stability of impulsive stochastic functional differential equations
• A new stability criterion for neutral stochastic delay differential equations with Markovian switching
• Stability analysis of impulsive stochastic functional differential equations
• Existence and Uniqueness Results for Neutral SDEs in Hilbert Spaces
• 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
• Existence, uniqueness, and stability of stochastic neutral functional differential equations of Sobolev-type
• Robust fault estimator design for uncertain networked control systems with random time delays: an ILMI approach
• \(p\)th moment exponential stability of impulsive stochastic functional differential equations with Markovian switching
• Successive approximation of neutral functional stochastic differential equations with jumps
• \(H_{\infty}\) analysis of nonlinear stochastic time-delay systems
• Razumikhin-type theorems on general decay stability and robustness for stochastic functional differential equations
• Effect of small time delay in a predator-prey model within random environment
• 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
• New criteria on exponential stability of neutral stochastic differential delay equations
• Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps
• Input-to-state stability for discrete time-delay systems via the Razumikhin technique
• RAZUMIKHIN-TYPE THEOREMS ON STABILITY OF STOCHASTIC NEURAL NETWORKS WITH DELAYS
• Exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching
• General decay pathwise stability of neutral stochastic differential equations with unbounded delay
• Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations
• Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations
• Delay-dependent exponential stability for uncertain neutral stochastic systems with mixed delays and Markovian jumping parameters
• A note on exponential stability for impulsive neutral stochastic partial functional differential equations
• Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition
• Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate
• Generalized Halanay inequalities for stability and dissipativity of stochastic functional differential equations
• Almost sure exponential stability for stochastic neutral partial functional differential equations
• Exponential stability of numerical solution to neutral stochastic functional differential equation
• The boundedness and exponential stability criterions for nonlinear hybrid neutral stochastic functional differential equations
• Razumikhin-type stability theorems for discrete delay systems
• Delay-dependent robust stability of uncertain neutral-type Itô stochastic systems with Markovian jumping parameters
• Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations
• Ulam–Hyers–Rassias stability of neutral stochastic functional differential equations
• Exponential stability in mean square of stochastic functional differential equations with infinite delay
• pth moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching
• Stability analysis for a class of stochastic delay nonlinear systems driven by \(G\)-Brownian motion
• Stability analysis of neutral stochastic delay differential equations via the vector Lyapunov function method
• New results on exponential stability in mean square of neutral stochastic equations with delays
• Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique
• On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations
• Exponential stability of non-linear neutral stochastic delay differential system with generalized delay-dependent impulsive points
• Title not available (Why is that?)
• Stability of highly nonlinear neutral stochastic delay systems with non-random switching signals
• Boundedness analysis of neutral stochastic systems driven by \(G\)-Brownian motion
• A note on attraction and stability of neutral stochastic delay differential equations with Markovian switching
• Global attracting set, exponential stability and stability in distribution of SPDEs with jumps
• Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay
• Razumikhin-type theorem and mean square asymptotic behavior of the backward Euler method for neutral stochastic pantograph equations
• Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations
• An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
• Exponential stability of neutral stochastic functional differential equations driven by G-Brownian motion
• Stability of neutral stochastic functional differential equations with Markovian switching driven by G-Brownian motion
• Razumikhin-type theorem for pth exponential stability of impulsive stochastic functional differential equations based on vector Lyapunov function
• Existence and uniqueness of the solution to the Cauchy problem for the stochastic reaction-diffusion differential equation of neutral type
• Numerical solution to highly nonlinear neutral-type stochastic differential equation
• Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function
• Sufficient conditions on the exponential stability of neutral stochastic differential equations with time-varying delays
• On exponential stability in mean square of neutral stochastic functional differential equations
• Existence, uniqueness and stability analysis for neutral stochastic functional differential equations with jumps and infinite delay
• Analysis of stochastic neutral fractional functional differential equations
• Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients
• Stability of stochastic delayed differential systems with average-random-delay impulses
• Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients

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