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

Lei Liu, Yi Shen and Feng Jiang

International Journal of Systems Science, 2012, vol. 43, issue 9, 1664-1672

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.

Date: 2012
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DOI: 10.1080/00207721.2010.549589

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