Almost sure exponential stability sensitive to small time delay of stochastic neutral functional differential equations

Liu, Kai (2018) Almost sure exponential stability sensitive to small time delay of stochastic neutral functional differential equations. APPLIED MATHEMATICS LETTERS, 77. pp. 57-63.

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Abstract

In this work, we establish a theory about the almost sure pathwise exponential stability property for a class of stochastic neutral functional differential equations by developing a semigroup scheme for the drift part of the systems under consideration and dealing with their pathwise stability through a perturbation approach, rather than through that one to get their moment stability first. As an illustration, we can show that some stochastic systems have their almost sure exponential stability not sensitive to small delays.

Item Type:	Article
Uncontrolled Keywords:	Stability sensitive to small delays, Pathwise exponential stability, Stochastic neutral functional, differential equation
Depositing User:	Symplectic Admin
Date Deposited:	03 Dec 2018 08:21
Last Modified:	19 Jan 2023 01:26
DOI:	10.1016/j.aml.2017.09.008
Related URLs:	Author Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3025638