Stability estimates for solutions of a linear neutral stochastic equationIrada A. Dzhalladova (pp. 61-68)
Abstract.A linear stochastic functional differential equation of neutral type is considered. Suficient conditions for the exponential stability are derived by using Lyapunov-Krasovskii functionals of quadratic form with exponential factors. Upper bound estimates for the expo- nential rate of decay are derived in terms on the equations coeficients.
Keywords:scalar linear stochastic differential delay equations of neutral type, asymptotic sta- bility of zero solution, exponential stability and rate of decay, stochastic Lyapunov functionals.