Abstract
This paper establishes the Razumikhin-type theorem on stability for neutral
stochastic functional differential equations with unbounded delay. To overcome difficulties from unbounded delay, we develop several different techniques to investigate stability. To show our idea clearly, we examine neutral stochastic delay differential equations with unbounded delay and linear neutral stochastic Volterra unbounded-delay-integro-differential equations.
stochastic functional differential equations with unbounded delay. To overcome difficulties from unbounded delay, we develop several different techniques to investigate stability. To show our idea clearly, we examine neutral stochastic delay differential equations with unbounded delay and linear neutral stochastic Volterra unbounded-delay-integro-differential equations.
| Original language | English |
|---|---|
| Pages (from-to) | 1245-1258 |
| Number of pages | 14 |
| Journal | Acta Mathematica Scientia |
| Volume | 31B |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 2011 |
Keywords
- neutral stochastic functional differential equaitons
- Razumikhink-tpe theorem
- exponential stability
- polynomial stability
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