STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY

• 来源期刊: 微分方程年刊：英文版
• 学科: 数学
• 年，卷（期）: 2009,（3）
• 页数: 7页
• 分类号: O211.63

摘要

In this paper,we obtain suffcient conditions for the stability in p-th moment of the analytical solutions and the mean square stability of a stochastic differential equation with unbounded delay proposed in [6,10] using the explicit Euler method.