On stability of solutions of stochastic delay differential equations

Novel criteria for exponential stability in mean square of stochastic functional differential equations

(2020) Ngoc Pham Huu Anh   PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY

New criteria for mean square exponential stability of stochastic delay differential equations

(2020) Pham Huu Anh Ngoc   INTERNATIONAL JOURNAL OF CONTROL

Stability of stochastic functional differential equations with random switching and applications

(2020) Nguyen H. Du et al.   AUTOMATICA

Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations

(2016) Xiaofeng Zong et al.   APPLIED MATHEMATICAL MODELLING

Discrete Razumikhin-type technique and stability of the Euler--Maruyama method to stochastic functional differential equations

(2012) Fuke Wu et al.   DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS

Almost sure exponential stability of numerical solutions for stochastic delay differential equations

(2010) Fuke Wu et al.   NUMERISCHE MATHEMATIK

Numerical Solutions of Neutral Stochastic Functional Differential Equations

(2008) Fuke Wu et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS