Khasminskii-type theorems for stochastic functional differential equations with infinite delay

DOI10.1016/J.SPL.2011.05.005zbMath1230.34069OpenAlexW2028606150MaRDI QIDQ643243

Fuke Wu, Shigeng Hu

Publication date: 28 October 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.05.005

zbMATH Keywords

infinite delayglobal solutionsstochastic functional differential equationsKhasminskii-type theorems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

Related Items (2)

Stability and boundedness of stochastic Volterra integrodifferential equations with infinite delay ⋮ Khasminskii-type theorem for a class of stochastic functional differential equations

Cites Work

• Unnamed Item
• Unnamed Item
• The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay
• Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
• Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay
• The improved LaSalle-type theorems for stochastic functional differential equations
• A study of a class of stochastic differential equations with non-Lipschitzian coefficients
• Stochastic Lotka–Volterra Population Dynamics with Infinite Delay
• Robustness of exponential stability of stochastic differential delay equations
• Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
• Khasminskii-Type Theorems for Stochastic Differential Delay Equations

This page was built for publication: Khasminskii-type theorems for stochastic functional differential equations with infinite delay