马尔可夫调制中立型随机时滞微分方程比较原理

Comparison Principle for Neutral Stochastic Differential Delay Equations

本文考虑马尔可夫调制中立型随机时滞微分方程,利用比较原理研究其依概率稳定及依概率一致稳定.

In this present paper,we investigate the neutral stochastic differential delay equations,by means of comparison principle, we derive stability in probability and uniform stability in probability of solutions to neutral stochastic differential delay equations.