Abstract
The LaSalle-type theorem for the neutral stochastic differential equations with delay is established for the first time 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 is given to verify the effectiveness of obtained results.
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Communicated by GUO Xing-ming
Project supported by the National Natural Science Foundation of China (No.60574025), the Natural Science Foundation of Hubei Province of China (Nos.2004ABA055, D200613002) and the Natural Science Foundation of China Three Gorges University.
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Jiang, Mh., Shen, Y. & Liao, Xx. Robust stability of uncertain neutral linear stochastic differential delay system. Appl Math Mech 28, 829–836 (2007). https://doi.org/10.1007/s10483-007-0613-x
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DOI: https://doi.org/10.1007/s10483-007-0613-x