Stability of a Class of Nonlinear Neutral Stochastic Differential Equations with Variable Time Delays

In this paper, we study the mean square asymptotic stability of a class of generalized nonlinear neutral stochastic differential equations with variable time delays by using fixed point theory. An asymptotic mean square stability theorem with a necessary and sufficient condition is proved which impr...

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Bibliographic Details
Main Authors: Wu Meng, Huang Nanjing, Zhao Changwen
Format: Article
Language:English
Published: Sciendo 2012-05-01
Series:Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica
Subjects:
Online Access:https://doi.org/10.2478/v10309-012-0032-5
Description
Summary:In this paper, we study the mean square asymptotic stability of a class of generalized nonlinear neutral stochastic differential equations with variable time delays by using fixed point theory. An asymptotic mean square stability theorem with a necessary and sufficient condition is proved which improves and generalizes some well-known results. Finally, two examples are given to illustrate our results.
ISSN:1844-0835