New exponential stability results for neutral stochastic systems with distributed delays (Q1793847)

Summary: This paper studies the stability problem of a grey neutral stochastic system with distributed delays. The main feature of a grey system is that the parameters of system are evaluated by grey numbers, and system has the strong background in engineering applications. However, the literature dealing with the stability problem for grey system seems to be scarce. The main aim of this paper is to fill the gap. Based on the Lyapunov stability theorem and Itô's formula, especially, using the decomposition technique of the continuous matrix-covered sets of grey matrix, we propose several novel sufficient conditions, which ensure our considered grey system in mean-square exponential stability and almost surely exponential stability. Furthermore, two examples are provided to show the effectiveness of the obtained results.