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- Publisher
- Springer Journals
- Copyright
- Copyright © The Author(s), under exclusive licence to Springer Nature B.V. 2021
- ISSN
- 0167-8019
- eISSN
- 1572-9036
- DOI
- 10.1007/s10440-021-00426-1
- Publisher site
- See Article on Publisher Site
Abstract
A novel approach to the exponential stability in mean square of stochastic functional differential equations and neutral stochastic functional differential equations with infinite delay is presented. Consequently, some new criteria for the exponential stability in mean square of the considered equations are obtained. Lastly, some examples are investigated to illustrate the theory.
Journal
Acta Applicandae Mathematicae – Springer Journals
Published: Jul 29, 2021
Keywords: Exponential stability in mean square; Stochastic functional differential equations; Neutral stochastic functional differential equations; Infinite delay; 60H15; 60G15; 60H05