Robust Stability of Uncertain Neutral Linear Stochastic Differential Delay Systems

JIANG Ming-hui; SHEN Yi; LIAO Xiao-xin

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Article Navigation > Applied Mathematics and Mechanics > 2007 > 28(6): 741-748

JIANG Ming-hui, SHEN Yi, LIAO Xiao-xin. Robust Stability of Uncertain Neutral Linear Stochastic Differential Delay Systems[J]. Applied Mathematics and Mechanics, 2007, 28(6): 741-748.

Citation:

JIANG Ming-hui, SHEN Yi, LIAO Xiao-xin. Robust Stability of Uncertain Neutral Linear Stochastic Differential Delay Systems[J]. Applied Mathematics and Mechanics, 2007, 28(6): 741-748.

Citation:

JIANG Ming-hui, SHEN Yi, LIAO Xiao-xin. Robust Stability of Uncertain Neutral Linear Stochastic Differential Delay Systems[J]. Applied Mathematics and Mechanics, 2007, 28(6): 741-748.

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Robust Stability of Uncertain Neutral Linear Stochastic Differential Delay Systems

1.
Institute of Nonlinear Complex Systems, China Three Gorges University, Yichang, Hubei 443000, P. R. China;

Received Date: 2003-10-09
Rev Recd Date: 2007-04-03
Publish Date: 2007-06-15

Abstract

Abstract

The La Salle-type theorem for the neutral stochastic differential equations with delay was established and then applied to propose algebraic criteria of the stochastically asymptotic stability and almost exponential stability for the uncertain neutral stochastic differential systems with delay.An example was also given to verify the effectiveness of the obtained results.
- neutral stochastic differential system with delay,
- LaSalle-type theorem,
- robust stability

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References(11)

References

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