Stability of neutral stochastic differential equations with multiple variable delays

MaRDI QIDQ3573884zbMATH OpenFDO

Authors Rong Hu, Shigeng Hu, Hongchu Wang

Publication date 8 July 2010

zbMATH Keywords

Itô formulaLyapuonv functionmoment stabilityneutral stochastic functional differential equation

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Neutral functional-differential equations (34K40) Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

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Cited in

(3)

• Stability of a class of hybrid neutral stochastic differential equations with unbounded delay
• Moment stability of stochastic delay differential equations with multiple functional delays
• STABILITY OF HALF-LINEAR NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DELAYS

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