Stability analysis of stochastic functional differential equations with infinite delay and its application to recurrent neural networks

In this paper, we investigate the stochastic functional differential equations with infinite delay. Some sufficient conditions are derived to ensure the pth moment exponential stability and pth moment global asymptotic stability of stochastic functional differential equations with infinite delay by using Razumikhin method and Lyapunov functions. Based on the obtained results, we further study the pth moment exponential stability of stochastic recurrent neural networks with unbounded distributed delays. The result extends and improves the earlier publications. Two examples are given to illustrate the applicability of the obtained results.     

Exponential stability of impulsive stochastic functional differential equations

In this paper, we investigate the pth moment and almost sure exponential stability of impulsive stochastic functional differential equations with finite delay by using Lyapunov method. Several stability theorems of impulsive stochastic functional differential equations with finite delay are derived. These new results are employed to impulsive stochastic equations with bounded time-varying delays and stochastically perturbed equations. Meanwhile, an example and simulations are given to show that impulses play an important role in pth moment and almost sure exponential stability of stochastic functional differential equations with finite delay.     

Razumikhin-type Theorems on Exponential Stability of Stochastic Functional Differential Equations with Infinite Delay

The main aim of this paper is to study the stability of the stochastic functional differential equations with infinite delay. We establish several Razumikhin-type theorems on the exponential stability for stochastic functional differential equations with infinite delay. By applying these results to stochastic differential equations with distributed delay, we obtain some sufficient conditions for both pth moment and almost surely exponentially stable. Finally, some examples are presented to illustrate our theory.     

On the pth moment exponential stability criteria of neutral stochastic functional differential equations

The paper discusses the pth moment exponential stability for a general class of neutral stochastic functional differential equations of the Ito type. This investigation can be very complicated, even in many special cases, by using usual methods based on Lyapunov functionals. In this paper we present criteria which are relatively easy to verify the pth moment exponential stability of the solutions of such equations.     

On pth moment stabilization of hybrid systems by discrete-time feedback control

Since Mao initiated the study of stabilization of continuous-time hybrid stochastic differential equations (SDEs) by feedback controls based on discrete-time state observations in 2013, many authors have further studied and developed it. However, so far no work on the pth moment stabilization has been reported. This paper is to investigate how to stabilize a given unstable hybrid SDE by feedback controls based on discrete-time state observations, in the sense of H_∞, asymptotic and exponential stability in pth moment for all p > 1. The main techniques used are constructions of the Lyapunov functionals and generalizations of inequalities.     

Comparison principle and stability of Ito stochastic differential delay equations with Poisson jump and Markovian switching

In this paper the comparison principle for the nonlinear Itô stochastic differential delay equations with Poisson jump and Markovian switching is established. Later, using this comparison principle, we obtain some stability criteria, including stability in probability, asymptotic stability in probability, stability in the pth mean, asymptotic stability in the pth mean and the pth moment exponential stability of such equations. Some known results are generalized and improved.     

Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps

The paper is mainly concerned with a class of neutral stochastic fractional integro-differential equation with Poisson jumps. First, the existence and uniqueness for mild solution of an impulsive stochastic system driven by Poisson jumps is established by using the Banach fixed point theorem and resolvent operator. The exponential stability in the pth moment for mild solution to neutral stochastic fractional integro-differential equations with Poisson jump is obtained by establishing an integral inequality.     

Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations

The paper discusses both pth moment and almost sure exponential stability of solutions to neutral stochastic functional differential equations and neutral stochastic differential delay equations, by using the Razumikhin-type technique. The main goal is to find sufficient stability conditions that could be verified more easily then by using the usual method with Lyapunov functionals. The analysis is based on paper [X. Mao, Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations, SIAM J. Math. Anal. 28 (2) (1997) 389-401], referring to mean square and almost sure exponential stability.     

Stability of semilinear stochastic evolution equations

Stability of moments of the mild solution of a semilinear stochastic evolution equation is studied and sufficient conditions are given for the exponential stability of the pth moment in terms of Liapunov function. Sufficient conditions for sample continuity of the solution are also obtained and the exponential stability of sample paths is proved. Three examples are given to illustrate the theory.     

P‐moment stability under small Gauss type random excitation of stochastic system

In this paper, the stochastic stability under small Gauss type random excitation is investigated theoretically and numerically. When p is larger than 0, the p‐moment stability theorem of stochastic models is proved by Lyapunov method, Ito isometry formula, matrix theory and so on. Then the application of p‐moment such as k‐order moment of the origin and k‐order moment of the center is introduced and analyzed. Finally, p‐moment stability of the power system is verified through the simulation example of a one machine and infinite bus system. Copyright © 2016 John Wiley & Sons, Ltd.     

pth moment exponential synchronization analysis for a class of stochastic neural networks with mixed delays

In this paper, the issue of pth moment exponential synchronization of a class of stochastic neural networks with mixed delays is investigated. By establishing two new integro-differential inequalities, some new sufficient conditions ensuring pth moment exponential synchronization are obtained. Compared with previous method, our method does not resort to any Lyapunov function. The results obtained in this paper generalize some earlier works reported in the literature. Some strict constraints of time delays and kernel functions are removed. Two numerical examples are presented to illustrate the validity of the main results.     

The p-th moment stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion

In this paper, we consider a class of impulsive stochastic differential equations driven by G-Brownian motion (IGSDEs in short). By means of the G-Lyapunov function method, some criteria on p-th moment stability and p-th moment asymptotical stability for the trivial solutions of IGSDEs are established. An example is presented to illustrate the efficiency of the obtained results.     

Exponential synchronization of stochastic coupled oscillators networks with delays

This paper investigates the exponential synchronization problem of coupled oscillators networks with disturbances and time-varying delays. On basis of graph theory and stochastic analysis theory, a feedback control law is designed to achieve exponential synchronization. By constructing a global Lyapunov function for error network, both pth moment exponential synchronization and almost sure exponential synchronization of drive-response networks are obtained. Finally, a numerical example is given to show the effectiveness of the proposed criteria.     

Stabilization problem of stochastic time-varying coupled systems with time delay and feedback control

The stabilization of stochastic coupled systems with time delay and time-varying coupling structure (SCSTT) via feedback control is investigated. We generalize systems with constant coupling structure to the time-varying coupling structure. Combining the graph theory with the Lyapunov method, a systematic method is provided to construct a Lyapunov function for SCSTT, and a Lyapunov-type theorem and a coefficient-type criterion are obtained to guarantee the stabilization in the sense of pth moment exponential stability. Furthermore, theoretical results are applied to analyze the stabilization of stochastic-coupled oscillators with time delay and time-varying coupling structure in order to illustrate the practicability of the results. Finally, two numerical examples are given to illustrate the effectiveness and feasibility of theoretical results.     

Stability of hybrid stochastic differential systems with switching and time delay

This article introduces a hybrid stochastic differential system with impulsive, switching and time-delay. Some stability criteria of p-moment global asymptotical stability, p-moment global exponential stability and mean square stability of this system are derived by using switching Lyapunov function approach, Itô formula, impulsive differential inequality method, and linear matrix equality techniques. Three examples are presented to demonstrate the efficiency of the obtained results.     

Moment exponential stability and integrability of stochastic functional differential equations

The main objective of the paper is to present sufficient conditions ensuring the pth mean and almost sure exponential stability, as well as the pth mean integrability of solutions to non-linear stochastic functional differential equations and, especially, to stochastic differential equations with time-varying lags. Some examples are given to illustrate the theoretical considerations.     

Almost sure exponential stabilization by stochastic feedback control based on discrete-time observations

Since Mao initiated the study of stabilization of ordinary differential equations (ODEs) by stochastic feedback controls based on discrete-time state observations in 2016, no more work on this intriguing topic has been reported. This article investigates how to stabilize a given unstable linear non-autonomous ODE by controller σ(t)x(δ_t)dB(t), and how to stabilize an unstable nonlinear hybrid SDE by controller G(r(δ_t))x(δ_t)dB(t), where δ_t represents time points of observation with sufficiently small observation interval, B(t) is a Brownian motion and r(t) is the Markov Chain, in the sense of pth moment (0 < p < 1) and almost sure exponential stability.     

Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching

In this paper, some criteria on pth moment stability and almost sure stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching are obtained. Two examples are presented to illustrate our theories.