Title :
Razumikhin-Type Theorems on Stability of Neutral Stochastic Functional Differential Equations
Author :
Huang, Lirong ; Deng, Feiqi
Author_Institution :
Coll. of Autom. Sci. & Eng., South China Univ. of Technol., Guangzhou
Abstract :
Recently, Mao (1995) initiated the study of exponential stability of neutral stochastic functional differential equations (NSFDEs) and employed the Razumikhin techniques to investigated the stability problem of NSFDEs. However, the importance of general asymptotic stability has not been considered. This paper studies Razumikhin-type theorems on general pth moment asymptotic stability of NSFDEs. The theorems established in this paper work for some cases to which the existing results cannot be applied.
Keywords :
asymptotic stability; differential equations; functional equations; stochastic processes; Razumikhin-type theorems; asymptotic stability; exponential stability; neutral stochastic functional differential equations; Asymptotic stability; Chemical engineering; Delay effects; Differential equations; Elasticity; Lyapunov method; Partial differential equations; Stability criteria; Stochastic processes; Stochastic systems; Asymptotic stability; Razumikhin theorems; neutral systems; stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2008.929383
