EXPONENTIAL STABILITY IN MEAN-SQUARE OF NEUTRAL STOCHASTIC DIFFERENTIAL FUNCTIONAL-EQUATIONS

The aim of this paper is to investigate the exponential stability in m ean square for a neutral stochastic differential functional equation o f the form d[x(t) - G(x(t))] = [f(t, x(t)) + g(t, x(t))] dt + sigma(t, x(t))dw(t), where x(t) = {x(t + s) : -tau less than or equal to s les s than or equal to 0}, with tau > 0, is the post history of the soluti on. An, example is also given for illustration.