Sufficient Conditions on the Exponential Stability of Neutral Stochastic Differential Equations with Time-Varying Delays

Yanwei Tian and Baofeng Chen

Abstract and Applied Analysis, 2014, vol. 2014, 1-6

Abstract:

The exponential stability is investigated for neutral stochastic differential equations with time-varying delays. Based on the Lyapunov stability theory and linear matrix inequalities (LMIs) technique, some delay-dependent criteria are established to guarantee the exponential stability in almost sure sense. Finally a numerical example is provided to illustrate the feasibility of the result.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:391461

DOI: 10.1155/2014/391461

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