Y. Shen et Xx. Liao, Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations, CHIN SCI B, 44(24), 1999, pp. 2225-2228
The Razumikhin-type theorems on the pth moment exponential stability and th
e almost sure exponential stability for the neutral stochastic functional d
ifferential equations have been established. By applying these new results
to neutral stochastic differential-difference equations with time variant d
elays, several known results have been improved or generalized.