Stability of large-scale neutral type stochastic differential equations. (English) Zbl 0874.60050

Liao, X. X.; Mao, X.

Dyn. Contin. Discrete Impulsive Syst. 3, No. 1, 43-56 (1997).

Summary: We discuss various stabilities in mean square of large-scale neutral type stochastic differential equations using the method of lumped iterations.

MSC:

60H10	Stochastic ordinary differential equations (aspects of stochastic analysis)
34K20	Stability theory of functional-differential equations
93E15	Stochastic stability in control theory
93D05	Lyapunov and other classical stabilities (Lagrange, Poisson, \(L^p, l^p\), etc.) in control theory
34K40	Neutral functional-differential equations

Keywords:

neutral type stochastic differential equations; large-scale systems; stability in mean square