Title of article
On the pth moment exponential stability criteria of neutral stochastic functional differential equations
Author/Authors
Jelena Randjelovi´c، نويسنده , , Miljana Jovanovi´c and Svetlana Jankovi´c ?، نويسنده , , 1، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2007
Pages
15
From page
266
To page
280
Abstract
The paper discusses the pth moment exponential stability for a general class of neutral stochastic functional
differential equations of the Ito type. This investigation can be very complicated, even in many special
cases, by using usual methods based on Lyapunov functionals. In this paper we present criteria which are
relatively easy to verify the pth moment exponential stability of the solutions of such equations.
© 2006 Elsevier Inc. All rights reserved
Keywords
Brownian motion , Ito formula , Lyapunov exponent , pth momentexponential stability , Neutral stochastic functional differential equation
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2007
Journal title
Journal of Mathematical Analysis and Applications
Record number
935219
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