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Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay
Authors:Yangzi    Fuke   Chengming   
Affiliation:aSchool of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, PR China
Abstract:We regard the stochastic functional differential equation with infinite delay View the MathML source as the result of the effects of stochastic perturbation to the deterministic functional differential equation View the MathML source, where View the MathML source is defined by xt(θ)=x(t+θ),θset membership, variant(−,0]. We assume that the deterministic system with infinite delay is exponentially stable. In this paper, we shall characterize how much the stochastic perturbation can bear such that the corresponding stochastic functional differential system still remains exponentially stable.
Keywords:Robustness   Exponential stability   Infinite delay   Stochastic functional differential equations   Semimartingale
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