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The Almost Sure Asymptotic Stability and Boundedness of Stochastic Functional Differential Equations with Polynomial Growth Condition

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  • Lichao Feng
  • Shoumei Li

Abstract

Stability and boundedness are two of the most important topics in the study of stochastic functional differential equations (SFDEs). This paper mainly discusses the almost sure asymptotic stability and the boundedness of nonlinear SFDEs satisfying the local Lipschitz condition but not the linear growth condition. Here we assume that the coefficients of SFDEs are polynomial or dominated by polynomial functions. We give sufficient criteria on the almost sure asymptotic stability and the boundedness for this kind of nonlinear SFDEs. Some nontrivial examples are provided to illustrate our results.

Suggested Citation

  • Lichao Feng & Shoumei Li, 2014. "The Almost Sure Asymptotic Stability and Boundedness of Stochastic Functional Differential Equations with Polynomial Growth Condition," Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-11, August.
    • Handle: RePEc:hin:jnlaaa:629426
    DOI: 10.1155/2014/629426
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