The p-th moment exponential stability of neutral stochastic functional differential equations
Author(s) -
Svetlana Janković,
Miljana Jovanović
Publication year - 2006
Publication title -
filomat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 34
eISSN - 2406-0933
pISSN - 0354-5180
DOI - 10.2298/fil0601059j
Subject(s) - mathematics , moment (physics) , exponential stability , stability (learning theory) , exponential function , lyapunov function , differential equation , stochastic differential equation , mathematical analysis , nonlinear system , classical mechanics , physics , quantum mechanics , machine learning , computer science
Since neutral stochastic functional dieren tial equations are essentially complex, it is not easy to study stability problems of their solutions by applying usual procedures based on Lyapunov functionals. In this paper we present criteria on the bases of which it is relatively easy to verify the p-th moment exponential stability.
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