Exponential Stability in Mean Square of Neutral Stochastic Differential Difference Equations
نویسندگان
چکیده
In this paper we shall discuss the exponential stability in mean square for a neutral stochastic diierential diierence equation of the form dx(t) ? G(x(t ?))] = f(t; x(t); x(t ?))dt + (t; x(t); x(t ?))dw(t). In the case when (t; x; y) 0 this neutral stochastic diierential diierence equations becomes a deterministic neutral diierential diierence equations d dt x(t)?G(x(t?))] = f(t; x(t); x(t?)). So as corollaries, we also obtain a number of useful criteria for this deterministic neutral diierential diierence equation to be exponentially stable. Several interesting examples are also given for illustration.
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