New results on exponential stability in mean square of neutral stochastic equations with delays

ABSTRACT

This work addresses the exponential stability in mean square of general neutral stochastic differential equations with delays. A simple approach to the exponential stability of the neutral stochastic differential equations with delays is proposed. Novel criteria for the exponential stability in mean square of such equations are presented. A comparison to existing results and an illustrative example are given.

KEYWORDS:

• Neutral stochastic differential equation with delays
• mean square exponential stability
• time-varying delay

2010 MATHEMATICS SUBJECT CLASSIFICATIONS:

• 34D20
• 93E15

Disclosure statement

No potential conflict of interest was reported by the author(s).

Additional information

Funding

This research is funded by the Vietnam National University Ho Chi Minh City (VNU-HCM) [grant number B 2021-28-01/HD-KHCN].