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Zbl 1232.60046
Luo, Qi; Mao, Xuerong; Shen, Yi
Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations. (English)
[J] Automatica 47, No. 9, 2075-2081 (2011). ISSN 0005-1098

The authors derive new criteria for asymptotic stability and boundedness of solutions of stochastic functional differential equations, whereby the linear growth condition is replaced by a more general condition.
[Toader Morozan (Bucureşti)]
MSC 2000:
*60H10 Stochastic ordinary differential equations
93E15 Stochastic stability

Keywords: Brownian motion; stochastic theory; stochastic systems; stability analysis; stability criteria

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