| 1 | Stability of neutral stochastic differential equations显示文摘Let ω(t) = (ω1(t),…, ωm(t))T be a Brownian motion defined on a complete probabili-ty space (Ω, F, P). τ>0, A, B, C are n×n matrices. σ: R+×Rn×Rn→Rn×n, whichis locally Lipschitz continuous and satisfies the linear growth condition. Theorem 1. Assume that there exists a symmetric nonnegative n×n matrix D such thatthe symmetric | LIAO Xiaoxi and MAO Xuerong1 Department of Automatic Control, Huazhong University of Science and Technology, Wuhan 430074, China 2 Department of Statistics and Modelling Science, University of Strathclyde GL LXH, U K. | 1997 | Chinese Science Bulletin1997，42，13： | 39 |
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