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 Electronic Journal of Probability > Vol. 1 (1996) > Paper 8 open journal systems 


Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations

Xiao Xin Liao, University of Strathclyde
Xuerong Mao, University of Strathclyde


Abstract
In this paper we shall discuss the almost sure exponential stability for a neutral differential difference equation with damped stochastic perturbations of the form $d[x(t)-G(x(t-tau))] = f(t,x(t),x(t-tau))dt + sigma(t) dw(t)$. Several interesting examples are also given for illustration. It should be pointed out that our results are even new in the case when $sigma(t) eq 0$, i.e. for deterministic neutral differential difference equations.


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Pages: 1-16

Published on: April 15, 1996
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Electronic Journal of Probability. ISSN: 1083-6489