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Stability of a Class of Hybrid Neutral Stochastic Differential Equations with Unbounded Delay

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  • Boliang Lu
  • Ruili Song

Abstract

This paper studies the stability of hybrid neutral stochastic differential equations with unbounded delay. Some novel exponential stability criteria and boundedness conditions are established based on the generalized Itô formula and Lyapunov functions. The factor is used to overcome the difficulties caused by the unbounded delay effectively. In particular, our results generalize and improve some previous stability results from bounded delay to unbounded delay conditions. Finally, an example is presented to demonstrate the effectiveness of the proposed results.

Suggested Citation

  • Boliang Lu & Ruili Song, 2017. "Stability of a Class of Hybrid Neutral Stochastic Differential Equations with Unbounded Delay," Discrete Dynamics in Nature and Society, Hindawi, vol. 2017, pages 1-11, August.
    • Handle: RePEc:hin:jnddns:2941349
    DOI: 10.1155/2017/2941349
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