Almost Sure Exponential Stability of Stochastic Differential Delay Equations on Time Scales
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Abstract
Abstract: The aim of this paper is to study the almost sure exponential stability of stochastic differential delay equations on time scales. This work can be considered as a unification and generalization of stochastic difference and stochastic differential delay equations.
Keywords: Delay equation, almost sure exponential stability, Ito formula, Lyapunov function.