Asymptotic Behaviour of Solutions of Neitral Type Linear Stochastic Diference-Differencial Equations

Reports of the National Academy of Sciences of Ukraine 2008
Jevgeņijs Carkovs, Igor Malik

Necessary and sufficient conditions of mean square exponential stability for scalar neitral type linear stochastic diference-differencial equations are derived.

Keywords
Stochastic differential equations with delay, Lyapunov stability

Carkovs, J., Malik, I. Asymptotic Behaviour of Solutions of Neitral Type Linear Stochastic Diference-Differencial Equations. Reports of the National Academy of Sciences of Ukraine, 2008, No.7, pp.30-35.

Publication language
Ukrainian (uk)