화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.48, No.7, 4481-4499, 2010
SOME NEW ASPECTS OF LYAPUNOV-TYPE THEOREMS FOR STOCHASTIC DIFFERENTIAL EQUATIONS OF NEUTRAL TYPE
Some new Lyapunov-type theorems for stochastic differential equations of neutral type are proved. It is shown that these theorems simplify an application of Kolmanovskii and Shaikhet's general method of Lyapunov functionals construction for stability investigation of different mathematical models.