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On the exponential stability in mean square of neutral stochastic functional differential equations
Authors:Kai Liu  Xuewen Xia
Affiliation:a Department of Mathematics, University of Wales Swansea, Singleton Park, Swansea, SA2 8PP, UK;b Department of Fundamental Science, Advanced College of Hunan Textile, Xiangtan, Hunan, 411104, People's Republic of China
Abstract:In [1 and 2], some efforts have been devoted to the investigation of exponential stability in mean square of neutral stochastic functional differential equations. However, the results derived there are either difficult to demonstrate in a straightforward way for practical situations or somewhat too restricted to be applied to general neutral stochastic functional differential equations, for instance, nonautonomous cases. In this paper, we shall establish some results which are more effective and relatively easy to verify to obtain the required stability.
Keywords:Stochastic neutral functional differential equation   Lyapunov exponent   Exponential stability in mean square   Itô  's formula   Brownian motion
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