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Stability of a neutral stochastic functional differential equations

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Wuhan University Journal of Natural Sciences

Abstract

Sufficient condition for stochastic unifrom stability of a neutral stochastic functional differential equation is given, especially, new techniques are developed to cope with the neutral delay case, we obtained the sufficient condition for asymptotic stability of neutral stochastic differential delay equations. Due to the new techniques developed in this paper, the results obtained are very general and useful. The theory developed here gives a unified treatment for various asymptotic estimates e. g. exponential and polynomial bounds.

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Authors and Affiliations

  1. Department of Mathematics, Hubei Normal University, 135002, Huangshi, Hubei, China

    Li Bi-wen

  2. Department of Mathematics, Huazhong University of Science and Technology, 430074, Wuhan, Hubei, China

    Li Bi-wen

Authors
  1. Li Bi-wen
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Additional information

Foundation item: Supported by the National Natural Science Foundation of China (19531070) and the Major Project Foundation of Hubei Province Education Department (2004Z001)

Biography: LI Bi-wen (1967-), male, Professor, Ph. D., research direction: the stability theory.

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Bi-wen, L. Stability of a neutral stochastic functional differential equations. Wuhan Univ. J. Nat. Sci. 10, 957–960 (2005). https://doi.org/10.1007/BF02832447

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  • DOI: https://doi.org/10.1007/BF02832447

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