On exponential stability of hybrid neutral stochastic differential delay equations with different structures

Aiqing Wu, Surong You, Wei Mao, Xuerong Mao, Liangjian Hu

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30 Citations (Scopus)
33 Downloads (Pure)

Abstract

This article discusses the problem of exponential stability for a class of hybrid neutral stochastic differential delay equations with highly nonlinear coefficients and different structures in different switching modes. In such systems, the coefficients will satisfy the local Lipschitz condition and suitable Khasminskii-types conditions. The set of switching states will be divided into two subsets. In different subsets, the coefficients will be dominated by polynomials with different degrees. By virtue of M-matrices and suitable Lyapunov functions dependent on coefficient structures and switching modes, some results including the existence-and-uniqueness, boundedness and exponential stability of the solution are proposed and proved.
Original languageEnglish
Article number100971
Number of pages17
JournalNonlinear Analysis: Hybrid Systems
Volume39
Early online date18 Sept 2020
DOIs
Publication statusPublished - 28 Feb 2021

Keywords

  • M-matrix
  • exponential stability
  • hybrid neutral stochastic differential delay equation
  • Lyapunov function
  • Khasminskii-type condition

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