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Asymptotic stability of second-order neutral stochastic differential equations

journal contribution
posted on 2023-05-17, 02:35 authored by Sakthivel, R, Ren, Yong, Kim, H
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.

History

Publication title

Journal of Mathematical Physics

Volume

51

Issue

5

Article number

052701

Number

052701

Pagination

1-9

ISSN

0022-2488

Department/School

School of Natural Sciences

Publisher

Amer Inst Physics

Place of publication

Circulation & Fulfillment Div, 2 Huntington Quadrangle, Ste 1 N O 1, Melville, USA, Ny, 11747-4501

Rights statement

Copyright © 2010 American Institute of Physics

Repository Status

  • Restricted

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