Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations
type: Item
instance of: scholarly article
title: Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations
zbMATH Open document ID: 1043.60049
DOI: 10.1007/BF02885926
author: Yi Shen
author: Xiaoxin Liao
published in: Chinese Science Bulletin
publication date: 2004-05-18T00:00:00Z
review text: 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.
reviewed by: Evelyn Buckwar
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 93D20
zbMATH DE Number: 2065828
zbMATH Keywords: neutral stochastic functional differential equations
zbMATH Keywords: stability in \(p\)th mean
zbMATH Keywords: almost sure stability
zbMATH Keywords: Razumikhin-type theorems
MaRDI profile type: Publication
cites work: Stability of functional differential equations
cites work: Exponential stability in mean square of neutral stochastic differential functional equations
cites work: Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
cites work: Razumikhin-type theorems on exponential stability of stochastic functional differential equations
cites work: Almost sure exponential stability of neutral stochastic differential difference equations
cites work: Q4338975
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description: scientific article; zbMATH DE number 2065828