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Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations
Authors:Shen  Yi  Liao  Xiaoxin
Institution:(1) Department of Automatic Control, Huazhong University of Science and Technology, 430074 Wuhan, China
Abstract:The Razumikhin-type theorems on the pth moment exponential stability and the almost sure exponential stability for the neutral stochastic functional differential equations have been established. By applying these new results to neutral stochastic differential-difference equations with time variant delays, several known results have been improved or generalized.
Keywords:exponential stability  Razumikhin theorem  martingale inequality  Borel-Cantelli lemma
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