Contents V.4, N.1, 2013

  • Stability estimates for solutions of a linear neutral stochastic equation
    Irada 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.

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