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Novel criteria for exponential stability in mean square of stochastic functional differential equations.

Authors :
Ngoc, Pham Huu Anh
Source :
Proceedings of the American Mathematical Society; Aug2020, Vol. 148 Issue 8, p3427-3436, 10p
Publication Year :
2020

Abstract

We present a novel approach to the mean square exponential stability of stochastic functional differential equations (SFDEqs). Consequently, new explicit criteria for the mean square exponential stability of SFDEqs are derived. Illustrative examples are provided. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00029939
Volume :
148
Issue :
8
Database :
Complementary Index
Journal :
Proceedings of the American Mathematical Society
Publication Type :
Academic Journal
Accession number :
143661700
Full Text :
https://doi.org/10.1090/proc/14994