Delay-dependent exponential stability of stochastic delay differential system whose coefficients obey the polynomial growth condition

作者：Liu, Lei; Shen, Yi^*; Jiang, Feng

来源：International Journal of Systems Science, 2012, 43(9): 1664-1672.

DOI：10.1080/00207721.2010.549589

• stochastic delay differential system
• exponential stability
• polynomial growth condition
• Brownian motion
• Ito's formula

This pound article discusses the exponential stability of nonlinear stochastic delay differential systems (SDDSs) whose coefficients obey the polynomial growth condition. Delay-dependent criteria on almost sure exponential stability and pth moment exponential stability of such SDDSs have been established. By applying some novel techniques, our criteria work for many SDDSs including some cases in which the LV operator has a complicated form, which seemingly prevents the existing results from being directly used. The range of order of moment exponential stability and the decay rate can be estimated through the coefficients of the system.

• 出版日期2012
• 单位华中科技大学