Stochastic functional differential equations with infinite delay

DOI10.1016/j.jmaa.2009.04.015zbMath1173.60331OpenAlexW2003354131MaRDI QIDQ1029110

J. Blot

Publication date: 9 July 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2009.04.015

zbMATH Keywords

exponential stabilityinfinite delaystochastic functional differential equation\(p\)th moment \(\psi ^{\gamma }(t)\)-bounded

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites Work

• Exponential stability in mean square of neutral stochastic differential functional equations
• On the \(p\)th moment exponential stability criteria of neutral stochastic functional differential equations
• The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay
• Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay
• Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations
• On the exponential stability in mean square of neutral stochastic functional differential equations
• The improved LaSalle-type theorems for stochastic functional differential equations
• Exponential stability of numerical solutions to SDDEs with Markovian switching
• Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
• Asymptotic properties of neutral stochastic differential delay equations
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