\(p\)th moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes

DOI10.1016/j.amc.2015.07.070zbMath1410.34224MaRDI QIDQ668708

Juan-Miguel Gracia

Publication date: 19 March 2019

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

Full work available at URL: https://doi.org/10.1016/j.amc.2015.07.070

zbMATH Keywords

Lévy processes; neutral stochastic functional differential equations; \(p\)th moment asymptotic stability; almost sure asymptotic stability; continuous in probability; continuous in the \(p\)th moment

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34K20: Stability theory of functional-differential equations

34K50: Stochastic functional-differential equations