Abstract and Applied Analysis

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

Yanwei Tian and Baofeng Chen

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Abstract

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.

Article information

Source
Abstr. Appl. Anal., Volume 2014, Special Issue (2013), Article ID 391461, 6 pages.

Dates
First available in Project Euclid: 6 October 2014

Permanent link to this document
https://projecteuclid.org/euclid.aaa/1412605744

Digital Object Identifier
doi:10.1155/2014/391461

Mathematical Reviews number (MathSciNet)
MR3212420

Citation

Tian, Yanwei; Chen, Baofeng. Sufficient Conditions on the Exponential Stability of Neutral Stochastic Differential Equations with Time-Varying Delays. Abstr. Appl. Anal. 2014, Special Issue (2013), Article ID 391461, 6 pages. doi:10.1155/2014/391461. https://projecteuclid.org/euclid.aaa/1412605744


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