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Stability analysis of neutral stochastic delay differential equations via the vector Lyapunov function method

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  • Cao, Wenping
  • Zhu, Quanxin

Abstract

In this paper, we study the pth moment exponential stability (p-ES) and the almost sure exponential stability (a-ES) of neutral stochastic delay differential equations (NSDDEs). By using the vector Lyapunov function (VLF) method, we can prove that the global solution of NSDDEs exists when the linear growth condition is removed, and we also get some stability criteria for NSDDEs. In the presented stability conditions, the established L-operator differential inequality is based on the VLF and allows cross item to exist. An example is given to verify the correctness of the proposed results.

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  • Cao, Wenping & Zhu, Quanxin, 2021. "Stability analysis of neutral stochastic delay differential equations via the vector Lyapunov function method," Applied Mathematics and Computation, Elsevier, vol. 405(C).
    • Handle: RePEc:eee:apmaco:v:405:y:2021:i:c:s0096300321003465
    DOI: 10.1016/j.amc.2021.126257
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    References listed on IDEAS

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    1. Fu, Xiaozheng & Zhu, Quanxin, 2020. "Exponential stability of neutral stochastic delay differential equation with delay-dependent impulses," Applied Mathematics and Computation, Elsevier, vol. 377(C).
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    4. Fu, Xiaozheng & Zhu, Quanxin & Guo, Yingxin, 2019. "Stabilization of stochastic functional differential systems with delayed impulses," Applied Mathematics and Computation, Elsevier, vol. 346(C), pages 776-789.
    5. Wan, Fangzhe & Hu, Po & Chen, Huabin, 2020. "Stability analysis of neutral stochastic differential delay equations driven by Lévy noises," Applied Mathematics and Computation, Elsevier, vol. 375(C).
    6. Xu, Liguang & Xu, Daoyi, 2009. "Exponential p-stability of impulsive stochastic neural networks with mixed delays," Chaos, Solitons & Fractals, Elsevier, vol. 41(1), pages 263-272.
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    Cited by:

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    3. Aadhithiyan, S. & Raja, R. & Zhu, Q. & Alzabut, J. & Niezabitowski, M. & Lim, C.P., 2021. "Modified projective synchronization of distributive fractional order complex dynamic networks with model uncertainty via adaptive control," Chaos, Solitons & Fractals, Elsevier, vol. 147(C).
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    6. Ting Cai & Pei Cheng, 2021. "Stability Analysis of Discrete-Time Stochastic Delay Systems with Impulses," Mathematics, MDPI, vol. 9(4), pages 1-15, February.

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