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Robust stability of uncertain neutral linear stochastic differential delay system |
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| Authors: | Jiang Ming-hui Shen Yi Liao Xiao-xin |
| Affiliation: | Institute of Nonlinear Complex Systems, China Three Gorges University, Yichang 443000, Hubei Province, P. R. China;Department of Control Science and Engineering, Huazhong University of Science and Technology, Wuhan 430074, P. R. China |
| Abstract: | The LaSalle-type theorem for the neutral stochastic differential equations with delay is established for the first time and then applied to propose algebraic criteria of the stochastically asymptotic stability and almost exponential stability for the uncertain neutral stochastic differential systems with delay. An example is given to verify the effectiveness of obtained results. |
| Keywords: | neutral stochastic differential system with delay LaSalle-type theorem robust stability |
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