Stability of Nonlinear Neutral Stochastic Functional Differential Equations
Joint Authors
Xue, Minggao
Zhou, Shaobo
Hu, Shigeng
Source
Journal of Applied Mathematics
Issue
Vol. 2010, Issue 2010 (31 Dec. 2010), pp.1-26, 26 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2010-11-07
Country of Publication
Egypt
No. of Pages
26
Main Subjects
Abstract EN
Neutral stochastic functional differential equations (NSFDEs) have recently been studied intensively.
The well-known conditions imposed for the existence and uniqueness and exponential stability of the global solution are the local Lipschitz condition and the linear growth condition.
Therefore, the existing results cannot be applied to many important nonlinear NSFDEs.
The main aim of this paper is to remove the linear growth condition and establish a Khasminskii-type test for nonlinear NSFDEs.
New criteria not only cover a wide class of highly nonlinear NSFDEs but they can also be verified much more easily than the classical criteria.
Finally, several examples are given to illustrate main results.
American Psychological Association (APA)
Xue, Minggao& Zhou, Shaobo& Hu, Shigeng. 2010. Stability of Nonlinear Neutral Stochastic Functional Differential Equations. Journal of Applied Mathematics،Vol. 2010, no. 2010, pp.1-26.
https://search.emarefa.net/detail/BIM-471207
Modern Language Association (MLA)
Xue, Minggao…[et al.]. Stability of Nonlinear Neutral Stochastic Functional Differential Equations. Journal of Applied Mathematics No. 2010 (2010), pp.1-26.
https://search.emarefa.net/detail/BIM-471207
American Medical Association (AMA)
Xue, Minggao& Zhou, Shaobo& Hu, Shigeng. Stability of Nonlinear Neutral Stochastic Functional Differential Equations. Journal of Applied Mathematics. 2010. Vol. 2010, no. 2010, pp.1-26.
https://search.emarefa.net/detail/BIM-471207
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-471207