Projects per year
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 | |
| 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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Projects
- 1 Finished
Epsrc Doctoral Training Grant | Liang, Yanfeng
Greenhalgh, D., Mao, X. & Liang, Y.
EPSRC (Engineering and Physical Sciences Research Council)
1/10/12 → 3/10/16
Project: Research Studentship - Internally Allocated
Cite this
Shen, M., Fei, W., Mao, X., & Liang, Y. (2018). Stability of highly nonlinear neutral stochastic differential delay equations. Systems and Control Letters, 1-7. https://doi.org/10.1016/j.sysconle.2018.02.013