On the exponential stability in mean square of neutral stochastic functional differential equations

Systems and Control Letters

Volumn 37, Issue 4, 1999, Pages 207-215

  Liu, Kai ^a   Xia, Xuewen ^b  

^a SWANSEA UNIVERSITY   (United Kingdom)

^b Advanced College of Hunan Textile   (China)

Author keywords

Brownian motion; Exponential stability in mean square; It 's formula; Lyapunov exponent; Stochastic neutral functional differential equation

Indexed keywords

EID: 0009008657     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(99)00021-3     Document Type: Article

References (2)

1. V.B. Kolmanovskii, V.R. Nosov, Stability of Functional Differential Equations, Academic Press, New York, 1986.
2. X.R. Mao, Stochastic Differential Equations and Applications, Horwood Pub. Chichester, 1997.