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Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations 被引量:2

Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations
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摘要 The Razumikhin-type theorems on the pth moment exponential stability and the almost sure exponential stability for the neutral stochastic functional differential equations have been established. By applying these new results to neutral stochastic differential-difference equations with time variant delays, several known results have been improved or generalized. The Razumikhin-type theorems on the pth moment exponential stability and the almost sure exponential stability for the neutral stochastic functional differential equations have been established. By applying these new results to neutral stochastic differential-difference equations with time variant delays, several known results have been improved or generalized.
出处 《Chinese Science Bulletin》 SCIE EI CAS 1999年第24期2225-2228,共4页
关键词 EXPONENTIAL stability Razumikhin theorem MARTINGALE INEQUALITY Borel-Cantelli lemma. exponential stability Razumikhin theorem martingale inequality Borel-Cantelli lemma
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  • 2KOLMANOVSKII V B, NOSOV V R. Stability of Functional Differential Equations [M] .New York:Academic Press, 1986.
  • 3MAO X, ALEXANDRA RODKINA, NATALIA KOROLEVA. Rumikhin-type theorems for stochastic functional differential equations [J]. Functional Differential Equations, 1998,5(1 - 2): 195 - 211.
  • 4MAO X. Exponential stability of neutral stochastic functional differen tial equations [J]. Systems and Control Letters,1995,26(4):245-251.
  • 5MAO X. Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations [J]. SIAM J Mathematical Analysis and Applications, 1997,28 (2): 389 - 401.
  • 6LIPTSER R S, SHIRYAYEV A N. Theory of Martingales [M].Chichester, UK: Horwood, 1989.
  • 7MAO X.Asymptotic properties of neutral stochastic differential delay quations [J] . Stochastic & Stochastic Reports, 2000,68 (5): 273 -295.

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