Fixed points and stability of neutral stochastic delay differential equations

Stability of two classes of improved backward Euler methods for stochastic delay differential equations of neutral type

This paper examines stability analysis of two classes of improved backward Euler methods, namely split-step $(theta, lambda)$-backward Euler (SSBE) and semi-implicit $(theta,lambda)$-Euler (SIE) methods, for nonlinear neutral stochastic delay differential equations (NSDDEs). It is proved that the SSBE method with $theta, lambdain(0,1]$ can recover the exponential mean-square stability with some...

The Exponential Stability of Neutral Stochastic Delay Partial Differential Equations

In this paper we analyse the almost sure exponential stability and ultimate boundedness of the solutions to a class of neutral stochastic semilinear partial delay differential equations. This kind of equations arises in problems related to coupled oscillators in a noisy environment, or in viscoeslastic materials under random or stochastic influences.

Fixed Points and Stability in Neutral Stochastic Differential Equations with Variable Delays

Fixed Points and Stability in Nonlinear Neutral Volterra Integro-differential Equations with Variable Delays

Abstract. In this paper we use the contraction mapping theorem to obtain asymptotic stability results of the zero solution of a nonlinear neutral Volterra integro-differential equation with variable delays. Some conditions which allow the coefficient functions to change sign and do not ask the boundedness of delays are given. An asymptotic stability theorem with a necessary and sufficient condi...

Fixed Points and Stability in Neutral Nonlinear Differential Equations with Variable Delays

Abstract. By means of Krasnoselskii’s fixed point theorem we obtain boundedness and stability results of a neutral nonlinear differential equation with variable delays. A stability theorem with a necessary and sufficient condition is given. The results obtained here extend and improve the work of C.H. Jin and J.W. Luo [Nonlinear Anal. 68 (2008), 3307–3315], and also those of T.A. Burton [Fixed ...