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RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS |
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| Affiliation: | [1]School of Mathematics and Statistics [2]Huazhong University of Science and Technology |
| Abstract: | The stability of stochastic functional differential equation with Markovian switching was studied by several authors,but there was almost no work on the stability of the neutral stochastic functional differential equations with Markovian switching.The aim of this article is to close this gap.The authors establish Razumikhin-type theorem of the neutral stochastic functional differential equations with Markovian switching,and those without Markovian switching. |
| Keywords: | Markovian chain Razumikhin-type theorem neutral stochastic functional differential equation exponential stability |
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