pth moment exponential stability of highly nonlinear neutral pantograph stochastic differential equations driven by Levy noise

被引：21

作者：

Liu, Linna ^{[1
]}

Deng, Feiqi ^{[1
]}

机构：

[1] South China Univ Technol, Sch Automat Sci & Engn, Guangzhou 510640, Guangdong, Peoples R China

来源：

APPLIED MATHEMATICS LETTERS | 2018年 / 86卷

基金：

中国国家自然科学基金;

关键词：

Neutral stochastic differential equation; Pantograph delay; Levy noise; High nonlinearity; pth moment exponential stability;

D O I：

10.1016/j.aml.2018.07.003

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper is concerned to the pth moment exponential stability of highly nonlinear neutral pantograph stochastic differential equations driven by Levy noise (NPSDE-LN). In the paper, the system model investigated in previous literature is generalized, exponential stability theorem and criterion for the underlying NPSDE-LN are directly established by the Lyapunov stability theory, stochastic analysis, and inequality technique by virtue of the drift dynamics f, diffusive dynamics g and h explicitly. (C) 2018 Elsevier Ltd. All rights reserved.

引用

页码：313 / 319

页数：7

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