Stability of Neutral Stochastic Delay Differential Equations with Infinite Delay

Rong Hu; De Jun Shao

doi:10.4028/www.scientific.net/AMM.288.105

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vol. 288Stability of Neutral Stochastic Delay Differential...

Stability of Neutral Stochastic Delay Differential Equations with Infinite Delay

Abstract:

This paper considers the pth moment stability of solution to neutral stochastic delay differential equation with infinite delay with local Lipschitz condition but neither the linear growth condition. The stability is more general and representative than the exponential stability. This investigation uses a specific Lyapunov function based on usual methods. An example is discussed to illustrate the theory.

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Periodical:

Applied Mechanics and Materials (Volume 288)

Pages:

105-108

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.288.105

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Online since:

February 2013

Authors:

Rong Hu, De Jun Shao

Keywords:

Infinite Delay, Lyapunov Function, Stability, Stochastic Delay Differential Equations

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References

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