STABILITY OF HALF-LINEAR NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DELAYS

Publisher: Cambridge University Press

E-ISSN: 1755-1633|80|3|369-383

ISSN: 0004-9727

Source: Bulletin of the Australian Mathematical Society, Vol.80, Iss.3, 2009-12, pp. : 369-383

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Abstract

In this paper, we study the mean square asymptotic stability of a generalized half-linear neutral stochastic differential equation with variable delays applying fixed point theory. An asymptotic mean square stability theorem with a necessary and sufficient condition is proved, which improves and generalizes some results due to Burton, Zhang and Luo. Two examples are given to illustrate our results.