Stability of highly nonlinear neutral stochastic differential delay equations

Shen, Mingxuan and Fei, Weiyin and Mao, Xuerong and Liang, Yong (2018) Stability of highly nonlinear neutral stochastic differential delay equations. Systems and Control Letters. pp. 1-7. ISSN 0167-6911 (https://doi.org/10.1016/j.sysconle.2018.02.013)

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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.

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