Exponential Stability of Highly Nonlinear Neutral Pantograph Stochastic Differential Equations. Issue 1 (14th September 2018)

• Record Type: Journal Article
• Authors: Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Deng, Shounian
• Is Part Of: Asian journal of control. Volume 22:Issue 1(2020)
• Page Start: 436
• Page End: 448
• Publication Date: 2018-09-14
• Subjects: Highly nonlinear -- Itô's formula -- exponential stability -- neutral pantograph stochastic differential equations -- M‐matrix; Automatic control -- Periodicals; Control theory -- Periodicals; 629.805
• DOI: 10.1002/asjc.1903
• Languages: English
• ISSNs: 1561-8625

Abstract

Abstract: In this paper, we investigate the exponential stability of highly nonlinear hybrid neutral pantograph stochastic differential equations (NPSDEs). The aim of this paper is to establish exponential stability criteria for a class of hybrid NPSDEs without the linear growth condition. The methods of Lyapunov functions and M‐matrix are used to study exponential stability and boundedness of the hybrid NPSDEs.