Stability of highly nonlinear neutral stochastic differential delay equations

Mingxuan Shen; Weiyin Fei; Xuerong Mao; Yong Liang

doi:10.1016/j.sysconle.2018.02.013

Stability of highly nonlinear neutral stochastic differential delay equations

Mingxuan Shen, Weiyin Fei, Xuerong Mao, Yong Liang

Mathematics And Statistics

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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.

Original language	English
Pages (from-to)	1-7
Number of pages	7
Journal	Systems and Control Letters
Early online date	17 Mar 2018
DOIs	https://doi.org/10.1016/j.sysconle.2018.02.013
Publication status	E-pub ahead of print - 17 Mar 2018

Keywords

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

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10.1016/j.sysconle.2018.02.013

Shen-etal-SCL2018-Stability-of-highly-nonlinear-neutral-stochastic-differentialAccepted author manuscript, 103 KBLicence: CC BY-NC-ND 4.0

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title = "Stability of highly nonlinear neutral stochastic differential delay equations",

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.",

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author = "Mingxuan Shen and Weiyin Fei and Xuerong Mao and Yong Liang",

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AU - Fei, Weiyin

AU - Mao, Xuerong

AU - Liang, Yong

PY - 2018/3/17

Y1 - 2018/3/17

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.

AB - 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.

KW - neutral stochastic differential delay equation

KW - nonlinear growth condition

KW - asymptotic stability

KW - delay dependent

KW - Markovian switching

UR - https://www.sciencedirect.com/journal/systems-and-control-letters

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EP - 7

JO - Systems and Control Letters

JF - Systems and Control Letters

SN - 0167-6911

ER -

Stability of highly nonlinear neutral stochastic differential delay equations

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Epsrc Doctoral Training Grant | Liang, Yanfeng

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Stability of highly nonlinear neutral stochastic differential delay equations

Abstract

Keywords

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Epsrc Doctoral Training Grant | Liang, Yanfeng

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