eCite Digital Repository

Asymptotic stability of second-order neutral stochastic differential equations


Sakthivel, R and Ren, Yong and Kim, H, Asymptotic stability of second-order neutral stochastic differential equations, Journal of Mathematical Physics, 51, (5) pp. 052701-01-052701-9. ISSN 0022-2488 (2010) [Refereed Article]

Not available

Copyright Statement

Copyright 2010 American Institute of Physics

Official URL:

DOI: doi:10.1063/1.3397461


In this paper, we study the existence and asymptotic stability in pth moment of mild solutions to second-order nonlinear neutral stochastic differential equations. Further, this result is extended to establish stability criterion for stochastic equations with impulsive effects. With the help of fixed point strategy, stochastic analysis technique, and semigroup theory, a set of novel sufficient conditions are derived for achieving the required result. Finally, an example is provided to illustrate the obtained result.

Item Details

Item Type:Refereed Article
Research Division:Mathematical Sciences
Research Group:Pure mathematics
Research Field:Partial differential equations
Objective Division:Expanding Knowledge
Objective Group:Expanding knowledge
Objective Field:Expanding knowledge in the mathematical sciences
UTAS Author:Ren, Yong (Dr Yong Ren)
ID Code:63633
Year Published:2010
Web of Science® Times Cited:34
Deposited By:Mathematics
Deposited On:2010-05-19
Last Modified:2011-03-23

Repository Staff Only: item control page