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

Volume

53

Issue

7

fYear

2008

Firstpage

1718

Lastpage

1723

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;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/TAC.2008.929383

Filename

4623264