Sufficient Conditions on the Exponential Stability of Neutral Stochastic Differential Equations with Time-Varying Delays

被引：0
|
作者：
Tian, Yanwei [1 ]
Chen, Baofeng [2 ]
机构：
[1] Anyang Normal Univ, Sch Math & Stat, Anyang 455002, Henan, Peoples R China
[2] Anyang Inst Technol, Sch Math & Phys, Anyang 455002, Henan, Peoples R China
来源：
ABSTRACT AND APPLIED ANALYSIS | 2014年
关键词：
H-INFINITY CONTROL; JUMP SYSTEMS; DEPENDENT DELAY;
D O I：
10.1155/2014/391461
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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.
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页数：6
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