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General decay pathwise stability of neutral stochastic differential equations with unbounded delay
- Source :
- Acta Mathematica Sinica, English Series. 27:2153-2168
- Publication Year :
- 2011
- Publisher :
- Springer Science and Business Media LLC, 2011.
-
Abstract
- Without the linear growth condition, by the use of Lyapunov function, this paper establishes the existence-and-uniqueness theorem of global solutions to a class of neutral stochastic differential equations with unbounded delay, and examines the pathwise stability of this solution with general decay rate. As an application of our results, this paper also considers in detail a two-dimensional unbounded delay neutral stochastic differential equation with polynomial coefficients.
Details
- ISSN :
- 14397617 and 14398516
- Volume :
- 27
- Database :
- OpenAIRE
- Journal :
- Acta Mathematica Sinica, English Series
- Accession number :
- edsair.doi...........a0a9fe236ef9ceeca1b7fef7034bf938