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RAZUMIKHIN-TYPE THEOREM FOR NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY |
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| Authors: | Wu Fuke Hu Shigeng School of Mathematics Statistics Huazhong University of Science Technology Wuhan China Mao Xuerong |
| Institution: | Wu Fuke Hu Shigeng School of Mathematics and Statistics,Huazhong University of Science and Technology,Wuhan 430074,China Mao Xuerong Department of Mathematics and Statistics,University of Strathclyde,Glasgow G1 1XH,UK |
| Abstract: | This paper establishes the Razumikhin-type theorem on stability for neutral stochastic functional differential equations with unbounded delay. To overcome difficulties from unbounded delay, we develop several different techniques to investigate stability. To show our idea clearly, we examine neutral stochastic delay differential equations with unbounded delay and linear neutral stochastic Volterra unbounded-delay-integro-differential equations. |
| Keywords: | neutral stochastic functional differential equations Razumikhin-type theorem ψγ stability exponential stability polynomial stability |
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