Novel criteria for exponential stability in mean square of stochastic functional differential equations

Ngoc, Pham

doi:10.1090/proc/14994

Novel criteria for exponential stability in mean square of stochastic functional differential equations
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by Pham Huu Anh Ngoc PDF

Proc. Amer. Math. Soc. 148 (2020), 3427-3436 Request permission

Abstract:

We present a novel approach to the mean square exponential stability of stochastic functional differential equations (SFDEqs). Consequently, new explicit criteria for the mean square exponential stability of SFDEqs are derived. Illustrative examples are provided.

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