Existence and stability of pth Weyl almost automorphic solutions in distribution for neutral stochastic FDEs

This paper considers the existence and stability of pth Weyl almost automorphic solutions in distribution for a class of neutral stochastic functional differential equations. It is first proved by Banach fixed point theorem that the equation has a unique L^p-bounded and uniformly L^p-continuous solution, and then, this solution is further checked to be pth Weyl almost automorphic in distribution. The global exponential stability and almost sure exponential stability of pth Weyl almost automorphic solutions in distribution are also discussed for the considered equation under some conditions. In the end, an example is given to illustrate the obtained results.