The LaSalle-type theorem for neutral stochastic functional differential equations with infinite delay

Fuke Wu; Shigeng Hu

doi:10.3934/dcds.2012.32.1065

Article Contents

2012, Volume 32, Issue 3: 1065-1094. Doi: 10.3934/dcds.2012.32.1065

This issue Previous Article Veech groups, irrational billiards and stable abelian differentials Next Article

The LaSalle-type theorem for neutral stochastic functional differential equations with infinite delay

Fuke Wu^1, and
Shigeng Hu^1,

1.
School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, Hubei 430074

Received: August 31, 2010

Revised: November 30, 2010

Published: February 2012

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Abstract

The main aim of this paper is to establish the LaSalle-type theorem to locate limit sets for neutral stochastic functional differential equations with infinite delay, from which some criteria on attraction, boundedness and the almost sure stability with general decay rate and robustness are obtained. To make our theory more applicable, by the $M$-matrix theory, this paper also examines some conditions under which attraction and stability are guaranteed. These conditions also show that attraction and stability are robust with respect to stochastic perturbations. By specializing the general decay rate as the exponential decay rate and the polynomial decay rate, this paper examines two neutral stochastic integral-differential equations and shows that they are exponentially attractive and polynomially stable, respectively.

Keywords:

LaSalle-type theorem,
attractor,
neutral stochastic functional differential equations,
infinite delay,
the Itô formula.

Mathematics Subject Classification: Primary: 34K50, 34K40; Secondary: 34D45, 37C75.

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