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Stability of large-scale neutral type stochastic differential equations. (English) Zbl 0874.60050
Summary: We discuss various stabilities in mean square of large-scale neutral type stochastic differential equations using the method of lumped iterations.

MSC:
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
34K20 Stability theory of functional-differential equations
93E15 Stochastic stability in control theory
93D05 Lyapunov and other classical stabilities (Lagrange, Poisson, \(L^p, l^p\), etc.) in control theory
34K40 Neutral functional-differential equations
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