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General decay pathwise stability of neutral stochastic differential equations with unbounded delay

Authors :
Chengming Huang
Fuke Wu
Yang Zi Hu
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