Sufficient Conditions on the Exponential Stability of Neutral Stochastic Differential Equations with Time-Varying Delays
Keyword(s):
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.
2017 ◽
Vol 10
(02)
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pp. 1750027
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2015 ◽
Vol 742
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pp. 399-403
2013 ◽
Vol 2013
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pp. 1-7
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Keyword(s):