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, issue 1

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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https://doi.org/10.1155/2014/391461

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:391461

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