A Novel Approach to Mean Square Exponential Stability of Stochastic Delay Differential Equations

• 成果类型: Article
• 署名作者: Pham Huu Anh Ngoc; Le Trung Hieu
• 署名单位: Vietnam National University Ho Chi Minh City (VNUHCM) System
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2020.3005587
• 发表日期: 2021
• 页码: 2351-2356
• 关键词: Mathematical model; Stochastic processes; control theory; DELAYS; Stability criteria; asymptotic stability; mean square exponential stability; stochastic delay differential equation

摘要

We present a novel approach to the mean square exponential stability of stochastic delay differential equations. Consequently, some new explicit criteria for the mean square exponential stability of general nonlinear stochastic delay differential equations are derived. Both delay-independent and delay-dependent stability criteria are given, and illustrative examples are also provided.