The $p$-Th Moment Exponential Stability of Neutral Stochastic Functional Differential Equations

Svetlana Janković, Miljana Jovanović

Since neutral stochastic functional differential equations are essentially complex, it is not easy to study stability problems of their solutions by applying usual procedures based on Lyapunov functionals. In this paper we present criteria on the bases of which it is relatively easy to verify the $p$-th moment exponential stability.