Abstract
In this paper, we investigate the exponential stability of highly nonlinear hybrid neutral pantograph stochastic differential equations(NPSDEs). The aim of this paper is to establish exponential stability criteria for a class of hybrid NPSDEs without the linear growth condition. The methods of Lyapunov functions and M-matrix are used to study exponential stability and boundedness of the hybrid NPSDEs.
Original language | English |
---|---|
Pages (from-to) | 436-448 |
Number of pages | 13 |
Journal | Asian Journal of Control |
Volume | 22 |
Issue number | 1 |
Early online date | 14 Sept 2018 |
DOIs | |
Publication status | Published - 31 Jan 2020 |
Keywords
- highly nonlinear
- Ito's formula
- exponential stability
- neutral pantograph stochastic differential equations
- M-matrix