Moment exponential stability and integrability of stochastic functional differential equations

DOI10.1016/j.amc.2011.11.098zbMath1245.34080MaRDI QIDQ434645

Gorica Pavlović, Svetlana Janković

Publication date: 16 July 2012

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.11.098

zbMATH Keywords

stochastic functional differential equation; \(p\)th mean and almost sure exponential stability; \(p\)th mean integrability; stochastic differential equation with time-varying lags

Mathematics Subject Classification ID

34K20: Stability theory of functional-differential equations

34K50: Stochastic functional-differential equations

Related Items

Exponential stability of hybrid stochastic functional differential systems with delayed impulsive effects: average impulsive interval approach, A novel result on stability analysis for uncertain neutral stochastic time-varying delay systems

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