On the pth moment exponential stability criteria of neutral stochastic functional differential equations

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