Stability of highly nonlinear neutral stochastic differential delay equations

Mingxuan Shen, Weiyin Fei, Xuerong Mao, Yong Liang

Research output: Contribution to journal › Article

11 Citations (Scopus)

Abstract

Stability criteria for neutral stochastic differential delay equations (NSDDEs) have been studied intensively for the past several decades. Most of these criteria can only be applied to NSDDEs where their coefficients are either linear or nonlinear but bounded by linear functions. This paper is concerned with the stability of hybrid NSDDEs without the linear growth condition, to which we will refer as highly nonlinear ones. The stability criteria established in this paper will be dependent on delays.
LanguageEnglish
Pages1-7
Number of pages7
JournalSystems and Control Letters
Early online date17 Mar 2018
DOIs
Publication statusE-pub ahead of print - 17 Mar 2018

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Stability criteria

Keywords

  • neutral stochastic differential delay equation
  • nonlinear growth condition
  • asymptotic stability
  • delay dependent
  • Markovian switching

Cite this

Shen, Mingxuan ; Fei, Weiyin ; Mao, Xuerong ; Liang, Yong. / Stability of highly nonlinear neutral stochastic differential delay equations. In: Systems and Control Letters. 2018 ; pp. 1-7.
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Shen, M, Fei, W, Mao, X & Liang, Y 2018, 'Stability of highly nonlinear neutral stochastic differential delay equations' Systems and Control Letters, pp. 1-7. https://doi.org/10.1016/j.sysconle.2018.02.013

Stability of highly nonlinear neutral stochastic differential delay equations. / Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Liang, Yong.

In: Systems and Control Letters, 17.03.2018, p. 1-7.

Research output: Contribution to journal › Article

TY - JOUR

T1 - Stability of highly nonlinear neutral stochastic differential delay equations

AU - Shen, Mingxuan

AU - Fei, Weiyin

AU - Mao, Xuerong

AU - Liang, Yong

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N2 - Stability criteria for neutral stochastic differential delay equations (NSDDEs) have been studied intensively for the past several decades. Most of these criteria can only be applied to NSDDEs where their coefficients are either linear or nonlinear but bounded by linear functions. This paper is concerned with the stability of hybrid NSDDEs without the linear growth condition, to which we will refer as highly nonlinear ones. The stability criteria established in this paper will be dependent on delays.

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KW - neutral stochastic differential delay equation

KW - nonlinear growth condition

KW - asymptotic stability

KW - delay dependent

KW - Markovian switching

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DO - 10.1016/j.sysconle.2018.02.013

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Shen M, Fei W, Mao X, Liang Y. Stability of highly nonlinear neutral stochastic differential delay equations. Systems and Control Letters. 2018 Mar 17;1-7. https://doi.org/10.1016/j.sysconle.2018.02.013

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    Project: Research Studentship - Internally Allocated › Research Studentship (Internally Allocated)