The Construction of Lyapunov-Krasovsky Quadratic Functional for Neutral Stochastic Differential Equations

Proceedings of 7th International Conference APLIMAT 2008 2008
Jevgeņijs Carkovs, Kārlis Šadurskis

The paper is devoted to method and algorithm of Lyapunov-Krasovsky quadratic functional construction for exponential stability analysis of neutral type stochastic differential equation.

Keywords
Mean square stability, Second Lyapunov method, neutral stochastic differential equations.

Carkovs, J., Šadurskis, K. The Construction of Lyapunov-Krasovsky Quadratic Functional for Neutral Stochastic Differential Equations. In: Proceedings of 7th International Conference APLIMAT 2008, Slovakia, Bratislava, 3-8 February, 2008. Bratislava: Slovak University of Technology, 2008, pp.179-186. ISBN 978-80-89313-03-7.

Publication language
English (en)