Article ID Journal Published Year Pages File Type
4629005 Applied Mathematics and Computation 2013 12 Pages PDF
Abstract

In this paper, a class of neutral stochastic differential equation is studied. By using the fixed point method, some conditions are established for ensuring the equation is bounded, asymptotically stable and ΨγΨγ-stable in mean square. Then, with Borel–Cantelli lemma, several sufficient conditions for almost surely asymptotic stability and ΨγΨγ-stability are given. The conditions do not require the boundedness of delays, nor do they ask for the continuousness on the coefficient functions. The results of this paper are new and they extend and improve previously known results.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
,