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Asymptotic stability of second-order neutral stochastic differential equations
Citation
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]
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Copyright Statement
Copyright © 2010 American Institute of Physics
Official URL: http://jmp.aip.org
Abstract
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: | 24 |
| Deposited By: | Mathematics |
| Deposited On: | 2010-05-19 |
| Last Modified: | 2011-03-23 |
| Downloads: | 0 |
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