Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations
The authors consider neutral stochastic functional differential equations of the general form \(d[x(t) -G(x_t)]=f(t,x_t)\,dt+g(t,x_t)\,dw(t)\). They state several Razumikhin-type theorems concerning \(p\)th moment and almost sure exponential stability of the trivial solution of the above equation. Proofs are not provided.
neutral stochastic functional differential equations
scientific article; zbMATH DE number 2065828