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On the pth moment exponential stability criteria of neutral stochastic functional differential equations. (English) Zbl 1115.60065
The classical version of the Lyapunov direct method is difficult to be applied for stochastic differential equations containing delay in the state variable. Criteria are presented which are relatively easy to verify when the pth moment exponential stability of the solutions is used. The results of Liu and Xia regarding the exponential stability in mean square are generalized to the pth moment stability, p2. The paper contains a lemma proving some estimates of the solutions when the pth norm is used. The main results are presented in two theorems extending the estimates already obtained and proving sufficient conditions for pth moment exponential stability. All proofs are explicitly given and a patient reader will understand the subject. Some numerical examples are added.
60H20Stochastic integral equations