Almost sure exponential stability of neutral stochastic differential difference equations

Journal of Mathematical Analysis and Applications

Volumn 212, Issue 2, 1997, Pages 554-570

  Liao, X X ^a,b   Mao, X ^b  

^a HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; DIFFERENTIAL EQUATIONS; RANDOM PROCESSES; SYSTEM STABILITY;

EXPONENTIAL STABILITY; NEUTRAL EQUATIONS; NONNEGATIVE SPECIAL SEMIMARTINGALES;

DIFFERENCE EQUATIONS;

EID: 0031197271     PISSN: 0022247X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmaa.1997.5536     Document Type: Article

References (9)

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3. 3. J. K. Hale and K. R. Meyer, A class of functional equations of neutral type, Mem. Amer. Math. Soc. 76 (1967), 1-65.
4. 4. V. B. Kolmanovskii, On the stability of stochastic systems with delay. Problems Inform. Transmission 5, No. 4 (1969), 59-67.
5. 5. V. B. Kolmanovskii and V. R. Nosov, "Stability and Periodic Modes of Control Systems with Aftereffect," Nauka, Moscow, 1981.
6. 6. V. B. Kolmanovskii and V. R. Nosov, "Stability of Functional Differential Equations," Academic Press, San Diego, 1986.
7. 7. R. Sh. Lipster and A. N. Shiryayev, "Theory of Martingales," Kluwer Academic, Dordrecht 1989 (translation of the Russian edition, Nauka, Moscow, 1986).
8. 8. X. Mao, "Exponential Stability of Stochastic Differential Equations," Dekker, New York, 1994.
9. 9. S.-E. A. Mohammed, "Stochastic Functional Differential Equations," Longman, Harlow, 1986.