Stability of Neutral Stochastic Differential Equations with Multiple Variable Delays |
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| Authors: | HU Rong HU Shi-geng WANG Hong-chu |
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| Institution: | 1. Department of Mathematics, Huazhong University of Science and Technology, Wuhan 430074, China;Department of Mathematics in Science Institute, Wuhan University of Technology, Wuhan 430070, China
2. Department of Mathematics, Huazhong University of Science and Technology, Wuhan 430074, China |
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| Abstract: | This paper discusses the pth moment stability of neutral stochastic differential equations with multiple variable delays. The equation has a much more general form than the neutral stochastic differential equations with delay. A new kind of ψ-function is introduced to address the stability, which is more general than the exponential stability and polynomial stability. Using a specific Lyapunov function, a stability criteria for the neutral stochastic differential equations with multiple variable delays is established, by which it is relatively easy to verify the stability of such equations. Finally, the proposed theories are illustrated by two examples. |
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| Keywords: | Moment stability Neutral stochastic functional differential equation Lyapuonv function It(o) formula |
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