Boundedness and stability of highly nonlinear neutral stochastic systems with multiple delays

Mingxuan Shen, Chen Fei, Weiyin Fei, Xuerong Mao

Research output: Contribution to journalArticle

Abstract

This paper reports the boundedness and stability of highly nonlinear hybrid neutral stochastic differential delay equations (NSDDEs) with multiple delays. Without imposing linear growth condition, the boundedness and exponential stability of the exact solution are investigated by Lyapunov functional method. In particular, using the M-matrix technique, the mean square exponential stability is obtained. Finally, three examples are presented to verify our results.
LanguageEnglish
Number of pages16
JournalScience in China Series F - Information Sciences
Publication statusAccepted/In press - 14 Jan 2019

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Multiple Delays
Neutral Systems
Stochastic systems
Exponential Stability
Asymptotic stability
Stochastic Systems
Boundedness
Stochastic Differential Delay Equations
Mean-square Stability
Lyapunov Functional
M-matrix
Growth Conditions
Exact Solution
Verify

Keywords

  • hybrid delay systems
  • neutral stochastic systems
  • multiple delays
  • highly nonlinear

Cite this

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title = "Boundedness and stability of highly nonlinear neutral stochastic systems with multiple delays",
abstract = "This paper reports the boundedness and stability of highly nonlinear hybrid neutral stochastic differential delay equations (NSDDEs) with multiple delays. Without imposing linear growth condition, the boundedness and exponential stability of the exact solution are investigated by Lyapunov functional method. In particular, using the M-matrix technique, the mean square exponential stability is obtained. Finally, three examples are presented to verify our results.",
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Boundedness and stability of highly nonlinear neutral stochastic systems with multiple delays. / Shen, Mingxuan; Fei, Chen; Fei, Weiyin; Mao, Xuerong.

In: Science in China Series F - Information Sciences, 14.01.2019.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Boundedness and stability of highly nonlinear neutral stochastic systems with multiple delays

AU - Shen, Mingxuan

AU - Fei, Chen

AU - Fei, Weiyin

AU - Mao, Xuerong

PY - 2019/1/14

Y1 - 2019/1/14

N2 - This paper reports the boundedness and stability of highly nonlinear hybrid neutral stochastic differential delay equations (NSDDEs) with multiple delays. Without imposing linear growth condition, the boundedness and exponential stability of the exact solution are investigated by Lyapunov functional method. In particular, using the M-matrix technique, the mean square exponential stability is obtained. Finally, three examples are presented to verify our results.

AB - This paper reports the boundedness and stability of highly nonlinear hybrid neutral stochastic differential delay equations (NSDDEs) with multiple delays. Without imposing linear growth condition, the boundedness and exponential stability of the exact solution are investigated by Lyapunov functional method. In particular, using the M-matrix technique, the mean square exponential stability is obtained. Finally, three examples are presented to verify our results.

KW - hybrid delay systems

KW - neutral stochastic systems

KW - multiple delays

KW - highly nonlinear

UR - https://link.springer.com/journal/11432

M3 - Article

JO - Science in China Series F - Information Sciences

T2 - Science in China Series F - Information Sciences

JF - Science in China Series F - Information Sciences

SN - 1009-2757

ER -