Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations |
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| Authors: | Shen Yi Liao Xiaoxin |
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| Affiliation: | (1) Department of Automatic Control, Huazhong University of Science and Technology, 430074 Wuhan, China |
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| 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. |
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| Keywords: | exponential stability Razumikhin theorem martingale inequality Borel-Cantelli lemma |
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