New result on exponential stability for neutral stochastic linear system with time-varying delay

作者：Chen Huabin^*; Wang Liu

来源：Applied Mathematics and Computation, 2014, 239: 320-325.

DOI：10.1016/j.amc.2014.04.047

• Neutral stochastic linear system
• Exponential stability
• Almost surely exponential stability
• Time-varying delay

This paper mainly considers the problem for the exponential stability of neutral stochastic linear system with time-varying delay. In the light of a coupled delay-integral inequality and using the stochastic analytic technique, the exponential stability criteria for such systems are given in term of the algebraic inequalities, regardless of whether the time-varying delay is differentiable or not. An illustrative numerical example is given to show the effectiveness of the obtained result.

• 出版日期2014-7-15
• 单位南昌大学