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A delay-dependent stability criterion for nonlinear stochastic delay-integro-differential equations
Authors:Niu Yuanling  Zhang Chengjian  Duan Jinqiao
Affiliation:aSchool of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, China;bSchool of Mathematics, Central South University, Changsha 410075, China;cDepartment of Applied Mathematics, Illinois Institute of Technology, Chicago IL 60616, USA
Abstract:A type of complex systems under both random influence and memory effects is considered. The systems are modeled by a class of nonlinear stochastic delay-integro-differential equations. A delay-dependent stability criterion for such equations is derived under the condition that the time lags are small enough. Numerical simulations are presented to illustrate the theoretical result.
Keywords:complex systems under uncertainty   mean-square exponential stability   stochastic delay-integro-differential equations   memory effects   numerical experiment
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