Boundedness and stability of highly nonlinear neutral stochastic systems with multiple delays

Shen, Mingxuan and Fei, Chen and Fei, Weiyin and Mao, Xuerong (2019) Boundedness and stability of highly nonlinear neutral stochastic systems with multiple delays. Science in China Series F - Information Sciences. ISSN 1009-2757 (In Press)

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    Abstract

    This paper reports the boundedness and stability of highly nonlinear hybrid neutral stochastic differential delay equations (NSDDEs) with multiple delays. Without imposing linear growth condition, the boundedness and exponential stability of the exact solution are investigated by Lyapunov functional method. In particular, using the M-matrix technique, the mean square exponential stability is obtained. Finally, three examples are presented to verify our results.