| Título: | Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations |
| Autores: |
Liao, Xiao Xin; University of Strathclyde Mao, Xuerong; University of Strathclyde |
| Fecha: | 1996-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Mathematics neutral equations, stochastic perturbation, exponential martingale inequality, Borel-Cantelli's lemma, Lyapunov exponent 60H10, 34K2 |
| Descripción: | In this paper we shall discuss the almost sure exponential stability for a neutral differential difference equation with damped stochastic perturbations of the form $d[x(t)-G(x(t-\tau))] = f(t,x(t),x(t-\tau))dt + \sigma(t) dw(t)$. Several interesting examples are also given for illustration. It should be pointed out that our results are even new in the case when $\sigma(t) \equiv 0$, i.e. for deterministic neutral differential difference equations. |
| Idioma: | Inglés |
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