Stability of Neutral Stochastic Delay Differential Equation

Rong Hu; De Jun Shao

doi:10.4028/www.scientific.net/AMM.192.346

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vol. 192Stability of Neutral Stochastic Delay Differential...

Stability of Neutral Stochastic Delay Differential Equation

Abstract:

The paper discusses the pth moment stability of neutral stochastic differential equation with multiple variable delays. The stability is more general and representative than the exponential stability. This investigation uses a specific Lyapunov function based on usual methods. And it discusses the neutral stochastic differential equations with multiple variable delays which is much more general form. Finally a two dimensional half-linear example is discussed to illustrate the theory.

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Periodical:

Applied Mechanics and Materials (Volume 192)

Pages:

346-350

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.192.346

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Online since:

July 2012

Authors:

Rong Hu, De Jun Shao

Keywords:

Ito Formula, Lyapuonv Function, Moment Stability, Neutral Stochastic Functional Differential Equation

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