Wu, Fuke and Hu, Shigeng and Mao, Xuerong (2011) Razumikhin-type theorem for neutral stochastic functional differential equations with unbounded delay. Acta Mathematica Scientia, 31B (4). pp. 1245-1258.Full text not available in this repository. (Request a copy from the Strathclyde author)
This paper establishes the Razumikhin-type theorem on stability for neutral stochastic functional differential equations with unbounded delay. To overcome difficulties from unbounded delay, we develop several different techniques to investigate stability. To show our idea clearly, we examine neutral stochastic delay differential equations with unbounded delay and linear neutral stochastic Volterra unbounded-delay-integro-differential equations.
|Keywords:||neutral stochastic functional differential equaitons, Razumikhink-tpe theorem, exponential stability, polynomial stability, Probabilities. Mathematical statistics, Physics and Astronomy(all), Mathematics(all)|
|Subjects:||Science > Mathematics > Probabilities. Mathematical statistics|
|Department:||Faculty of Science > Mathematics and Statistics|
|Depositing user:||Pure Administrator|
|Date Deposited:||20 Jan 2012 15:18|
|Last modified:||06 Jan 2017 10:32|