On delay-dependent stability for a class of nonlinear stochastic systems with multiple state delays

被引:72
作者
Basin, Michael [1 ]
Rodkina, Alexandra [2 ]
机构
[1] Autonomous Univ Nuevo Leon, Dept Phys & Math Sci, San Nicolas De Los Garza, Nuevo Leon, Mexico
[2] Univ W Indies, Dept Math & Comp Sci, Kingston 7, Jamaica
关键词
stochastic time-delay system; asymptotic stability; Lyapunov-Krasovskii and degenerate functionals; martingale convergence theorems;
D O I
10.1016/j.na.2007.01.046
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Global asymptotic stability conditions for nonlinear stochastic systems with multiple state delays are obtained based on the convergence theorem for semimartingale inequalities, without assuming the Lipschitz conditions for nonlinear drift functions. The Lyapunov-Krasovskii and degenerate functionals techniques are Used. The derived stability conditions are directly expressed in terms of the system coefficients. Nontrivial examples of nonlinear systems satisfying the obtained stability conditions are given. (C) 2007 Elsevier Ltd. All rights reserved.
引用
收藏
页码:2147 / 2157
页数:11
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