RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS

doi:10.1016/S0252-9602(09)60019-9

数学物理学报(英文版)

RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS

周少波；胡适耕

School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, China

收稿日期:2007-04-10 修回日期:2008-01-08 出版日期:2009-02-20 发布日期:2009-02-20
通讯作者: 周少波
基金资助:
Sponsored by HUST Foundation (0125011017) and the National NSFC under grant (70671047)

RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS

Zhou Shaobo; Hu Shigeng

School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, China

Received:2007-04-10 Revised:2008-01-08 Online:2009-02-20 Published:2009-02-20
Contact: Zhou Shaobo

摘要/Abstract

摘要：

The stability of stochastic functional differential equation with Markovian switching was studied by several authors, but there was almost no work on the stability of the neutral stochastic functional differential equations with Markovian switching. The aim of this article is to close this gap. The authors establish Razumikhin-type theorem of the neutral stochastic functional differential equations with Markovian switching, and those without Markovian switching.

关键词: Markovian chain, Razumikhin-type theorem, neutral stochastic functional
differential equation, exponential stability

Abstract:

Key words: Markovian chain, Razumikhin-type theorem, neutral stochastic functional
differential equation, exponential stability

中图分类号:

34F05

周少波;胡适耕. RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS[J]. 数学物理学报(英文版), 2009, 29(1): 181-190.

Zhou Shaobo; Hu Shigeng. RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS[J]. Acta mathematica scientia,Series B, 2009, 29(1): 181-190.

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RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS

RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS

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