In this thesis,we mainly study neutral stochastic nonlinear systems and neutral stochastic nonlinear systems with state switching.We establish the existence and uniqueness of solutions for neutral stochastic nonlinear systems,and give the p-moment noise-state asymptotic boundedness and stability.On the other hand,we construct the local solutions for neutral stochastic nonlinear systems with state switching,then give the global solutions and p-moment noise-state asymptotic boundedness and stability.Also,we generalize the above conclusion to the new system of functional neutral type stochastic nonlinearity,and give the existence and uniqueness of the solution and p-moment noise-state asymptotic boundedness and stability. |