Razumikhin-type Theorems on Exponential Stability ofStochastic Functional Differential Equations withInfiniteDelay

The main aim of this paper is to study the stability of the stochastic functional differential equations with infinite delay. We establish several Razumikhin-type theorems on the exponential stability for stochastic functional differential equations with infinite delay. By applying these results to...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Acta applicandae mathematicae 2010-08, Vol.111 (2), p.219-231
Hauptverfasser: Yang, Zhihao, Zhu, Enwen, Xu, Yong, Tan, Yimin
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:The main aim of this paper is to study the stability of the stochastic functional differential equations with infinite delay. We establish several Razumikhin-type theorems on the exponential stability for stochastic functional differential equations with infinite delay. By applying these results to stochastic differential equations with distributed delay, we obtain some sufficient conditions for both pth moment and almost surely exponentially stable. Finally, some examples are presented to illustrate our theory.
ISSN:0167-8019
1572-9036
DOI:10.1007/s10440-009-9542-1