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Research Article
Vol. 24, Issue 1
A REVIEW OF THE Pth MOMENT EXPONENTIAL STABILITY AND ALMOST SURE EXPONENTIAL STABILITY OF NON-LINEAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS WITH CONSTANT TIME LAG.
The paper tries to connect the pth- moment exponential stability and the almost sure exponential stability of non-linear stochastic delay differential equations (SDDEs) with small time lag. It is generally true that the pth- moment exponential stability of SDDEs and the almost sure exponential stability do not imply each other. By applying the Lyap...