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

Wenping Cao and Quanxin Zhu

Applied Mathematics and Computation, 2021, vol. 405, issue C

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.

Keywords: Neutral stochastic delay differential equations; Vector Lyapunov function; Exponential stability (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0096300321003465
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:405:y:2021:i:c:s0096300321003465

DOI: 10.1016/j.amc.2021.126257

Access Statistics for this article

Applied Mathematics and Computation is currently edited by Theodore Simos

More articles in Applied Mathematics and Computation from Elsevier
Bibliographic data for series maintained by Catherine Liu ().