The exponential behaviour almost shure of solutions of neutral stochastic functional differential equations with Puasson perturbations is described.
[1] Gikhman I.I., Skorokhod A.V. Stochastic differential equations. - K.: Nauk. dumka, 1968. - 354 p.
[2] Gikhman I.I., Skorokhod A.V. Stochastic differential equations and their applications. - K.: Nauk. dumka, 1982. - 612 p.
[3] Gantmakher F.R. Matrix Theory. - M.: Nauka, 1967. - 576 p.
[4] Liao X.X., Mao X. Almost sure exponential stability of neutral differential difference equations with damped stochastic perturbations // Electronic Journal of Probability. - 1996. - Vol. 1, Paper no. 8. - P.1-16.
[5] Mao X. Exponential Stability of Stochastic Differential Equations. - Marcel Dekker Inc., 1994.
[6] Khasminsky R.Z. Stability of systems of differential equations under random perturbations of parameters. - M.: Nauka, 1969.- 368 p.
[7] Korolyuk V.S., Portenko N.I., Skorokhod A.V., Turbin A.F. Handbook of probability theory and mathematical statistics. - M.: Nauka, 1985. - 640 p.
[8] Bereza V.Yu., Yurchenko I.V. Investigation of the stability of solutions of stochastic systems of differential equations of Ito-Skorokhod of neutral type // Investigation of mathematical models: 3b. scientific works. K.: Institute of Mathematics of the National Academy of Sciences of Ukraine, 1997.- P.233-245.
- ACS Style
- Bereza, V.Y.; Yasinsky, V.K. Exponential stability with probability unity of Ito-Skorokhod stochastic systems of neutral type. Bukovinian Mathematical Journal. 2018, 1
- AMA Style
- Bereza VY, Yasinsky VK. Exponential stability with probability unity of Ito-Skorokhod stochastic systems of neutral type. Bukovinian Mathematical Journal. 2018; 1(150).
- Chicago/Turabian Style
- Vitaliy Yuriyovych Bereza, Volodymyr Kyrylovych Yasinsky. 2018. "Exponential stability with probability unity of Ito-Skorokhod stochastic systems of neutral type". Bukovinian Mathematical Journal. 1 no. 150.