Delay-dependent stability of highly nonlinear neutral stochastic functional differential equations

Shen, Mingxuan and Fei, Chen and Fei, Weiyin and Mao, Xuerong and Mei, Chunhui (2022) Delay-dependent stability of highly nonlinear neutral stochastic functional differential equations. International Journal of Robust and Nonlinear Control, 32 (18). pp. 9957-9976. ISSN 1049-8923 (https://doi.org/10.1002/rnc.6384)

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Abstract

This article focuses on the delay-dependent stability of highly nonlinear hybrid neutral stochastic functional differential equations (NSFDEs). The delay dependent stability criteria for a class of highly nonlinear hybrid NSFDEs are derived via the Lyapunov functional. The stabilities discussed in this article include (Formula presented.) stability, asymptotically stability and exponential stability. A numerical example is given to illustrate the criteria established.