On exponential stability in mean square of neutral stochastic functional differential equations

General neutral stochastic functional differential equations are considered. A novel approach to exponential stability of such equations is proposed. New criteria for the mean square exponential stability of neutral stochastic functional differential equations are given. A discussion and illustrativ...

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Bibliographic Details
Published in:Systems & control letters 2021-08, Vol.154, p.104965, Article 104965
Main Author: Ngoc, Pham Huu Anh
Format: Article
Language:English
Subjects:
Mean-square exponential stability
Neutral stochastic functional differential equation
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Summary:General neutral stochastic functional differential equations are considered. A novel approach to exponential stability of such equations is proposed. New criteria for the mean square exponential stability of neutral stochastic functional differential equations are given. A discussion and illustrative examples are presented.
ISSN:0167-6911
1872-7956
DOI:10.1016/j.sysconle.2021.104965