On the exponential stability in mean square of neutral stochastic functional differential equations
type: Item
instance of: scholarly article
title: On the exponential stability in mean square of neutral stochastic functional differential equations
zbMATH Open document ID: 0948.93060
DOI: 10.1016/S0167-6911(99)00021-3
author: Kai Liu
author: Xuewen Xia
published in: Systems \& Control Letters
publication date: 2000-01-12T00:00:00Z
Mathematics Subject Classification ID: 93E15
Mathematics Subject Classification ID: 93C23
zbMATH DE Number: 1387378
zbMATH Keywords: stochastic neutral functional differential equation
zbMATH Keywords: Lyapunov exponent
zbMATH Keywords: exponential stability in mean square
zbMATH Keywords: Itô's formula
zbMATH Keywords: Brownian motion
zbMATH Keywords: nonautonomous
MaRDI profile type: Publication
cites work: Stability of functional differential equations
cites work: Q4369402
full work available at URL: s0167-6911(99)00021-3
OpenAlex ID: W2022761700
description: scientific article; zbMATH DE number 1387378