Title of article
pth moment exponential stability of neutral stochastic differential equations driven by Lévy noise
Author/Authors
Ning، نويسنده , , Chongyang and He، نويسنده , , Yong and Wu، نويسنده , , Min and Liu، نويسنده , , Qingping، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
9
From page
2925
To page
2933
Abstract
In this paper, we investigate the problem of the pth moment exponential stability of neutral stochastic differential equations driven by Lévy noise. Using Itoʹs formula with jumps and the method of stochastic analysis, some sufficient conditions are established guaranteeing the pth moment stability of neutral stochastic differential equations driven by Lévy noise. An example is provided to illustrate the effectiveness and the merits of the presented method.
Journal title
Journal of the Franklin Institute
Serial Year
2012
Journal title
Journal of the Franklin Institute
Record number
1544351
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