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Generalized Mean Square Exponential Stability for Stochastic Functional Differential Equations

Author

Listed:
  • Tianyu He

    (School of Basic Medicine, Yangtze University, Jingzhou 434023, China)

  • Zhi Li

    (School of Information and Mathematics, Yangtze University, Jingzhou 434023, China)

  • Tianquan Feng

    (School of Basic Medicine, Yangtze University, Jingzhou 434023, China)

Abstract

This work focuses on a class of stochastic functional differential equations and neutral stochastic differential functional equations. By using a new approach, some sufficient conditions are obtained to guarantee the generalized mean square exponential stability for the equation under consideration. Certain existing results are refined and extended. Lastly, the validity of the main results is confirmed through several simulation examples.

Suggested Citation

  • Tianyu He & Zhi Li & Tianquan Feng, 2024. "Generalized Mean Square Exponential Stability for Stochastic Functional Differential Equations," Mathematics, MDPI, vol. 12(20), pages 1-19, October.
  • Handle: RePEc:gam:jmathe:v:12:y:2024:i:20:p:3299-:d:1503213
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