Articles

RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS

  • Zhou Shaobo ,
  • Hu Shigeng
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  • School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, China

Received date: 2007-04-10

  Revised date: 2008-01-08

  Online published: 2009-02-20

Abstract

The stability of stochastic functional differential equation with Markovian switching was studied by several authors, but there was almost no work on the stability of the neutral stochastic functional differential equations with Markovian switching. The aim of this article is to close this gap. The authors establish Razumikhin-type theorem of the neutral stochastic functional differential equations with Markovian switching, and those without Markovian switching.

Cite this article

Zhou Shaobo , Hu Shigeng . RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS[J]. Acta mathematica scientia, Series B, 2009 , 29(1) : 181 -190 . DOI: 10.1016/S0252-9602(09)60019-9

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