Delay‐dependent stability of nonlinear hybrid neutral stochastic differential equations with multiple delays
Ruili Song, Bo Wang, Quanxin Zhu
Abstract
Summary In this article, we study the delay‐dependent stability of a class of hybrid neutral stochastic differential equations (NSDEs) with multiple delays which is highly nonlinear. Some novel stability criteria are investigated according to Lyapunov functions and generalized Itô's formula. In particular, we generalize and improve the results in Shen et al, Systems & Control Letters (2018) from a single delay to multiple delays.
Topics & Concepts
Nonlinear systemStability (learning theory)Control theory (sociology)MathematicsClass (philosophy)Lyapunov functionDelay differential equationApplied mathematicsDifferential (mechanical device)Differential equationStochastic differential equationControl (management)Computer scienceMathematical analysisPhysicsThermodynamicsMachine learningQuantum mechanicsArtificial intelligenceStability and Controllability of Differential EquationsNeural Networks Stability and SynchronizationMathematical and Theoretical Epidemiology and Ecology Models