Generalized Mean Square Exponential Stability for Stochastic Functional Differential Equations

Tianyu He, Zhi Li and Tianquan Feng ()
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Tianyu He: School of Basic Medicine, Yangtze University, Jingzhou 434023, China
Zhi Li: School of Information and Mathematics, Yangtze University, Jingzhou 434023, China
Tianquan Feng: School of Basic Medicine, Yangtze University, Jingzhou 434023, China

Mathematics, 2024, vol. 12, issue 20, 1-19

Abstract: This work focuses on a class of stochastic functional differential equations and neutral stochastic differential functional equations. By using a new approach, some sufficient conditions are obtained to guarantee the generalized mean square exponential stability for the equation under consideration. Certain existing results are refined and extended. Lastly, the validity of the main results is confirmed through several simulation examples.

Keywords: generalized exponential stability; stochastic differential equations; neutral stochastic functional equations; mean square (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2024
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