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Stability estimates for linear stochastic systems with deviating argument of neutral type

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Abstract

We study linear stochastic differential equations with deviating argument of neutral type and establish sufficient conditions of stability. The functions determining the initial perturbations of solutions are found.

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Authors and Affiliations

  1. Kiev University, Kiev

    D. Ya. Khusainov & A. S. Bychkov

Authors
  1. D. Ya. Khusainov
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  2. A. S. Bychkov
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Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 6, pp. 834–842, June, 1993.

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Khusainov, D.Y., Bychkov, A.S. Stability estimates for linear stochastic systems with deviating argument of neutral type. Ukr Math J 45, 918–928 (1993). https://doi.org/10.1007/BF01061442

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  • DOI: https://doi.org/10.1007/BF01061442

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