A Novel Approach to Mean Square Exponential Stability of Stochastic Delay Differential Equations
Pham Huu Anh Ngoc, Lê Trung Hiếu · IEEE Transactions on Automatic Control · 2020
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.