Stability of Neutral Stochastic Delay Differential Equation

Abstract

The paper discusses the pth moment stability of neutral stochastic differential equation with multiple variable delays. The stability is more general and representative than the exponential stability. This investigation uses a specific Lyapunov function based on usual methods. And it discusses the neutral stochastic differential equations with multiple variable delays which is much more general form. Finally a two dimensional half-linear example is discussed to illustrate the theory.