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Stability of a Class of Nonlinear Neutral Stochastic Differential Equations with Variable Time Delays

Analele ştiinţifice ale Universităţii "Ovidius" Constanţa. Seria Matematică

Volume 20 (2012): Issue 1 (May 2012)

By: Meng Wu, Nanjing Huang and Changwen Zhao

Open Access

|May 2013

Abstract

In this paper, we study the mean square asymptotic stability of a class of generalized nonlinear neutral stochastic differential equations with variable time delays by using fixed point theory. An asymptotic mean square stability theorem with a necessary and sufficient condition is proved which improves and generalizes some well-known results. Finally, two examples are given to illustrate our results.

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Articles in this issue

DOI: https://doi.org/10.2478/v10309-012-0032-5 | Journal eISSN: 1844-0835 | Journal ISSN: 1224-1784

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Language: English

Page range: 467 - 488

Published on: May 17, 2013

Published by: Ovidius University of Constanta

In partnership with: Paradigm Publishing Services

Publication frequency: 3 issues per year

Keywords:

neutral stochastic differential equations,

variable delays

Related subjects:

General mathematics

© 2013 Meng Wu, Nanjing Huang, Changwen Zhao, published by Ovidius University of Constanta
This work is licensed under the Creative Commons License.

Volume 20 (2012): Issue 1 (May 2012)

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