On the pth moment exponential stability criteria of neutral stochastic functional differential equations
On the pth moment exponential stability criteria of neutral stochastic functional differential equations
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DOI：
10.1016/j.jmaa.2006.02.030
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发表时间：
2007-02
影响因子：
1.3
通讯作者：
Jelena Randjelović;S. Jankovic
中科院分区：
文献类型：
--
作者：
Jelena Randjelović;S. Jankovic
讨论了一类中立型随机泛函微分方程的p阶矩指数稳定性。这种调查可以是非常复杂的，即使在许多特殊情况下，使用通常的方法的基础上李雅普诺夫泛函。在本文中，我们提出的标准，这是比较容易验证的p阶矩指数稳定性的解决方案，这样的方程。
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.