scholarly journals Moment stability in mean square of stochastic delay differential equation

2011 ◽  
Author(s):  
Peng Xue ◽  
Shigeru Yamamoto ◽  
Yosuke Ikei
Keyword(s):  
Differential Equation ◽  
Delay Differential Equation ◽  
Mean Square ◽  
Stochastic Delay ◽  
Stochastic Delay Differential Equation ◽  
Delay Differential ◽  
Moment Stability ◽  
Stability In Mean Square

Stability of Neutral Stochastic Delay Differential Equation

2012 ◽  
Vol 192 ◽  
pp. 346-350
Author(s):  
Rong Hu ◽  
De Jun Shao
Keyword(s):  
Differential Equation ◽  
Lyapunov Function ◽  
Two Dimensional ◽  
Stochastic Delay ◽  
Variable Delays ◽  
Multiple Variable ◽  
Stochastic Delay Differential Equation ◽  
The Stability ◽  
Delay Differential ◽  
Moment Stability

The paper discusses the pth moment stability of neutral stochastic differential equation with multiple variable delays. The stability is more general and representative than the exponential stability. This investigation uses a specific Lyapunov function based on usual methods. And it discusses the neutral stochastic differential equations with multiple variable delays which is much more general form. Finally a two dimensional half-linear example is discussed to illustrate the theory.

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