Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations
نویسندگان
چکیده
منابع مشابه
Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations
In this paper we shall discuss the almost sure exponential stability for a neutral differential difference equation with damped stochastic perturbations of the form d[x(t) −G(x(t − τ ))] = f(t, x(t), x(t − τ ))dt + σ(t)dw(t). Several interesting examples are also given for illustration. It should be pointed out that our results are even new in the case when σ(t) ≡ 0, i.e. for deterministic neut...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 1996
ISSN: 1083-6489
DOI: 10.1214/ejp.v1-8