Recently, Mao (1995) initiated the study of exponential stability of neutral stochastic functional differential equations (NSFDEs) and employed the Razumikhin techniques to investigated the stability problem of NSFDEs. However, the importance of general asymptotic stability has not been considered. This paper studies Razumikhin-type theorems on general p th moment asymptotic stability of NSFDEs. The theorems established in this paper work for some cases to which the existing results cannot be applied.
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Huang et al. (2008) studied this question.
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