Razumikhin-type Theorems on Exponential Stability of Stochastic Functional Differential Equations with Infinite Delay.

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. [ABSTRACT FROM AUTHOR]