Acta mathematica scientia,Series A ›› 2005, Vol. 25 ›› Issue (3): 323-330.

• Articles • Previous Articles     Next Articles

Stability for Neutral Stochastic Functional Differential Equatio ns

 CHEN Die, ZHANG Yu-Min, LIAO Xiao-Cuan-   

  • Online:2005-07-24 Published:2005-07-24
  • Supported by:

    与湖北省自然科学基金(2004ABA0 55)资助

Abstract:

The asymptotic properties of the general type of neutr al stochas tic functional differential equations are discussed in this paper. By Lyapunov function and supermartingales convergence theorem,some results on its asymp totic properties such as asymptotic stabilities, polynomial stabilities and expo nential stabilities are given. All the results imply and generalize tho se conclusions found in references.

Key words: Lyapunov function;Supermartingales convergence theorem, formula;Asymptotic stability

CLC Number: 

  • 34F05
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