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Stability in mean square of a linear stochastic differential equation

✍ Scribed by K. G. Valeev; I. M. Sulima

Publisher: Springer US
Year: 1993
Tongue: English
Weight: 319 KB
Volume: 63
Category: Article
ISSN: 1573-8795
DOI: 10.1007/bf01849539

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In [1,2], some e orts have been devoted to the investigation of exponential stability in mean square of neutral stochastic functional di erential equations. However, the results derived there are either di cult to demonstrate in a straightforward way for practical situations or somewhat too restrict