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

A. Wu, Surong You, Wei Mao, Xuerong Mao, Liangjian Hu

Research output: Contribution to journalArticle

Abstract

This article discusses the problem of exponential stability for a class of hybrid neutral stochastic differential delay equations with highly nonlinear coeffcients and different structures in different switching modes. In such systems, the coeffcients 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 coeffcients will be dominated by polynomials with different degrees. By virtue of M-matrices and suitable Lyapunov functions dependent on coeffcient structures and switching modes, some results including the existence-and-uniqueness, boundedness and exponential stability of the solution are proposed and proved
Original languageEnglish
JournalNonlinear Analysis: Hybrid Systems
Publication statusAccepted/In press - 15 Sep 2020

Keywords

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

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