Acta mathematica scientia, Series B >
RAZUMIKHIN-TYPE THEOREM FOR NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY
Received date: 2008-10-07
Revised date: 2010-08-18
Online published: 2011-07-20
Supported by
Supported by NSFC (11001091) and Chinese University Research Foundation (2010MS129).
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 un-bounded delay and linear neutral stochastic Volterra unbounded-delay-integro-differential equations.
WU Fu-Ke , HU Shi-Geng , MAO Xue-Rong . RAZUMIKHIN-TYPE THEOREM FOR NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY[J]. Acta mathematica scientia, Series B, 2011 , 31(4) : 1245 -1258 . DOI: 10.1016/S0252-9602(11)60312-3
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