Stability of highly nonlinear neutral stochastic differential delay equations

Mingxuan Shen, Weiyin Fei, Xuerong Mao, Yong Liang

Research output: Contribution to journalArticle

17 Citations (Scopus)
18 Downloads (Pure)

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 languageEnglish
Pages (from-to)1-7
Number of pages7
JournalSystems and Control Letters
Early online date17 Mar 2018
DOIs
Publication statusE-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

    Epsrc Doctoral Training Grant | Liang, Yanfeng

    Greenhalgh, D., Mao, X. & Liang, Y.

    EPSRC (Engineering and Physical Sciences Research Council)

    1/10/123/10/16

    Project: Research Studentship - Internally Allocated

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