Sufficient conditions on the exponential stability of neutral stochastic differential equations with time-varying delays (Q1724006)

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Sufficient conditions on the exponential stability of neutral stochastic differential equations with time-varying delays
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    Sufficient conditions on the exponential stability of neutral stochastic differential equations with time-varying delays (English)
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    14 February 2019
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    Summary: The exponential stability is investigated for neutral stochastic differential equations with time-varying delays. Based on the Lyapunov stability theory and linear matrix inequalities (LMIs) technique, some delay-dependent criteria are established to guarantee the exponential stability in almost sure sense. Finally a numerical example is provided to illustrate the feasibility of the result.
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