Title of article :
STABILITY ESTIMATES FOR SOLUTIONS OF A LINEAR NEUTRAL STOCHASTIC EQUATION
Author/Authors :
DZHALLADOVA, IRADA A. Kiev National University of Economics, Ukraine
Abstract :
A linear stochastic functional differential equation of neutral type is considered. Sufficient conditions for the exponential stability are derived by using Lyapunov-Krasovskii functionals of quadratic form with exponential factors. Upper bound estimates for the exponential rate of decay are derived in terms on the equation s coefficients.
Keywords :
scalar linear stochastic differential delay equations of neutral type , asymptotic stability of zero solution , exponential stability and rate of decay , stochastic Lyapunov functionals
Journal title :
TWMS Journal of Pure and Applied Mathematics
Journal title :
TWMS Journal of Pure and Applied Mathematics
