On the \(p\)th moment exponential stability criteria of neutral stochastic functional differential equations

DOI10.1016/j.jmaa.2006.02.030zbMath1115.60065OpenAlexW2022627218MaRDI QIDQ860938

Jelena Randjelović, Svetlana Janković

Publication date: 9 January 2007

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.2006.02.030

zbMATH Keywords

Lyapunov exponentstochastic functional equations

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Related Items

On some stability problems of impulsive stochastic Cohen-Grossberg neural networks with mixed time delays, Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion, \(p\)th moment exponential stability of neutral stochastic differential equations driven by Lévy noise, New results on exponential stability in mean square of neutral stochastic equations with delays, On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations, The Razumikhin approach on general decay stability for neutral stochastic functional differential equations, Some analytic approximations for neutral stochastic functional differential equations, Unnamed Item, Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method, Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations, Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients, 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, Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion, Existence and stability behaviour of FSDE driven by Rosenblatt process with the application of visual perception of fish robot, Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations, A note on order of convergence of numerical method for neutral stochastic functional differential equations, Moment exponential stability and integrability of stochastic functional differential equations, Razumikhin-type theorem and mean square asymptotic behavior of the backward Euler method for neutral stochastic pantograph equations, Attracting and quasi-invariant sets of neutral stochastic integro-differential equations with impulses driven by fractional Brownian motion, Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects, General decay pathwise stability of neutral stochastic differential equations with unbounded delay, The moment and almost surely exponential stability of stochastic heat equations, Asymptotic stability of neutral impulsive stochastic partial differential equation of Sobolev type with Poisson jumps, On exponential stability in mean square of neutral stochastic functional differential equations, Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate, On a general decay stability of stochastic Cohen-Grossberg neural networks with time-varying delays, Unnamed Item, Some criteria on \(p\)th moment stability of impulsive stochastic functional differential equations, The boundedness and exponential stability criterions for nonlinear hybrid neutral stochastic functional differential equations, Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay, Exponential stability of non-linear neutral stochastic delay differential system with generalized delay-dependent impulsive points, Stability of neutral stochastic functional differential equations with Markovian switching driven by G-Brownian motion, Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations, Exponential stability for stochastic neutral partial functional differential equations, Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations, Stochastic functional differential equations with infinite delay, Asymptotic stability of second-order neutral stochastic differential equations, pth moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching

Cites Work

• Unnamed Item
• Unnamed Item
• Exponential stability in mean square of neutral stochastic differential functional equations
• Stability of functional differential equations
• Introduction to functional differential equations
• Exponential stability of non-linear stochastic evolution equations
• Almost sure exponential stability of neutral differential difference equations with damped stochastic perturbations
• On the exponential stability in mean square of neutral stochastic functional differential equations
• Nonlinear flows of stochastic linear delay equations
• Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
• Robustness of exponential stability of stochastic differential delay equations
• Asymptotic properties of neutral stochastic differential delay equations
• A class of functional equations of neutral type
• On the Uniform Asymptotic Stability of Functional Differential Equations of the Neutral Type