Mean square exponential stability of stochastic nonlinear delay systems

被引:29
|
作者
Zhu, Quanxin [1 ,2 ,3 ]
Song, Shiyun [1 ,2 ]
Tang, Tianren [4 ]
机构
[1] Nanjing Normal Univ, Sch Math Sci, Nanjing, Jiangsu, Peoples R China
[2] Nanjing Normal Univ, Inst Finance & Stat, Nanjing, Jiangsu, Peoples R China
[3] Univ Bielefeld, Dept Math, Bielefeld, Germany
[4] Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China
基金
中国国家自然科学基金;
关键词
Stochastic nonlinear delay system; polynomial growth condition; global Lipschitz condition; mean square globally exponential stability; stabilisation; RECURRENT NEURAL-NETWORKS; DIFFERENTIAL-EQUATIONS; NOISE SUPPRESSES; STABILIZATION; DESTABILIZATION; GROWTH;
D O I
10.1080/00207179.2016.1249030
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper, we are concernedwith the stability of stochastic nonlinear delay systems. Different from the previous literature, we aim to show that when the determinate nonlinear delay system is globally exponentially stable, the corresponding stochastic nonlinear delay system can be mean square globally exponentially stable. In particular, we remove the linear growth condition and introduce a new polynomial growth condition for g(x(t), x(t-tau(t))), which overcomes the limitation of application scope and the boundedness of diffusion term form. Finally, we provide an example to illustrate our results.
引用
下载
收藏
页码:2384 / 2393
页数:10
相关论文
共 50 条
  • [21] Exponential Stability of Nonlinear Stochastic Systems with Time-delay
    Qian, Wei
    Wang, Shaohua
    Liu, Juan
    JOURNAL OF COMPUTERS, 2013, 8 (02) : 493 - 500
  • [22] Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler methode
    Hu, Peng
    Huang, Chengming
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2021, 382
  • [23] Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
    Zong, Xiaofeng
    Wu, Fuke
    Huang, Chengming
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2015, 286 : 172 - 185
  • [24] Mean square exponential stability and periodic solutions of stochastic delay cellular neural networks
    Lu, Jun-Xiang
    Ma, Yichen
    CHAOS SOLITONS & FRACTALS, 2008, 38 (05) : 1323 - 1331
  • [25] Exponential stability in mean-square of parabolic quasilinear stochastic delay evolution equations
    Govindan, TE
    STOCHASTIC ANALYSIS AND APPLICATIONS, 1999, 17 (03) : 443 - 461
  • [26] Mean-square exponential stability of impulsive stochastic time-delay systems with delayed impulse effects
    Dandan Wang
    Lijun Gao
    Yingying Cai
    International Journal of Control, Automation and Systems, 2016, 14 : 673 - 680
  • [27] Mean-square Exponential Stability of Impulsive Stochastic Time-delay Systems with Delayed Impulse Effects
    Wang, Dandan
    Gao, Lijun
    Cai, Yingying
    INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS, 2016, 14 (03) : 673 - 680
  • [28] Quantitative mean square exponential stability and stabilization of stochastic systems with Markovian switching
    Yan, Zhiguo
    Song, Yunxia
    Park, Ju H.
    JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2018, 355 (08): : 3438 - 3454
  • [29] Mean-square exponential stability of stochastic Volterra systems in infinite dimensions
    Fu, Lin
    Peng, Shiguo
    Deng, Feiqi
    Zhu, Quanxin
    Science China Information Sciences, 2024, 67 (10)
  • [30] Exponential stability and stabilizability in mean square of large-scale stochastic systems
    Boulanger, C
    STOCHASTIC ANALYSIS AND APPLICATIONS, 1999, 17 (05) : 727 - 741