Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate

Yangzi Hu, Fuke Wu and Chengming Huang

International Journal of Systems Science, 2011, vol. 43, issue 2, 308-318

Abstract: Without the linear growth condition on the drift coefficient, this article examines the existence and uniqueness of global solutions of a class of neutral stochastic differential equations with unbounded delay and their asymptotic stabilities with general decay rate. To illustrate the application of our results, this article gives a two-dimensional system as an example.

Date: 2011
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DOI: 10.1080/00207721.2010.495188

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