Stability analysis of stochastic delay differential equations with Lévy noise

• Published in: Systems & control letters Vol. 118; pp. 62 - 68
• Main Author: Zhu, Quanxin
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.08.2018
• Subjects: [formula omitted]th moment exponential stability; Lévy noise; Neural network; Stochastic delay differential equation; Time-varying delay; pth moment exponential stability; Lévy noise; Neural network; Stochastic delay differential equation; Time-varying delay
• ISSN: 0167-6911
• DOI: 10.1016/j.sysconle.2018.05.015

This paper is concerned with pth moment exponential stability problem for a class of stochastic delay differential equations driven by Lévy processes. Several new stability theorems are obtained by developing a method—proof by contradiction. Moreover, the results are applied to investigate the pth m...