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Delay-dependent exponential stability of stochastic delay differential system whose coefficients obey the polynomial growth condition

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  • Lei Liu
  • Yi Shen
  • Feng Jiang

Abstract

This article discusses the exponential stability of nonlinear stochastic delay differential systems (SDDSs) whose coefficients obey the polynomial growth condition. Delay-dependent criteria on almost sure exponential stability and pth moment exponential stability of such SDDSs have been established. By applying some novel techniques, our criteria work for many SDDSs including some cases in which the ℒV operator has a complicated form, which seemingly prevents the existing results from being directly used. The range of order of moment exponential stability and the decay rate can be estimated through the coefficients of the system.

Suggested Citation

  • Lei Liu & Yi Shen & Feng Jiang, 2012. "Delay-dependent exponential stability of stochastic delay differential system whose coefficients obey the polynomial growth condition," International Journal of Systems Science, Taylor & Francis Journals, vol. 43(9), pages 1664-1672.
    • Handle: RePEc:taf:tsysxx:v:43:y:2012:i:9:p:1664-1672
    DOI: 10.1080/00207721.2010.549589
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    Cited by:

    1. Xueyan Zhao & Feiqi Deng, 2014. "New-type stability theorem for stochastic functional differential equations with application to SFDSs with distributed delays," International Journal of Systems Science, Taylor & Francis Journals, vol. 45(5), pages 1156-1169, May.

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