Consider the system of stochastic functional differential equations x′ (t,ω) =f (t,x (t,ω), xt(ω),ω), xt0(ω) =φ0(ω), where f (t,x (t,ω), xt(ω),ω) is a product measurable n-dimensional random vector functional whenever x (t,ω) is a product measurable random function, and it satisfies the desired regularity conditions to assure the existence of solution process. By developing systems of random differential inequalities, very general comparison theorems in the framework of a vector Lyapunov function are obtained, and, furthermore, sufficient conditions are given for the stability of solutions in probability, in the mean and with probability one.
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