Convergence and stability of stochastic parabolic functional differential equations

The main purpose of this paper is to investigate the convergence and stability of stochastic parabolic functional differential equations. Firstly, a comparison theorem in the context of Lyapunov-like function together with differential inequality is established. Secondly, various criteria for the convergence and stability are obtained on the basis of the comparison theorem and stochastic analysis techniques. Finally, two examples are provided to illustrate the significance of the theoretical results.