Applied Mathematics and Mechanics (English Edition) ›› 2007, Vol. 28 ›› Issue (6): 829-836 .doi: https://doi.org/10.1007/s10483-007-0613-x

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Robust stability of uncertain neutral linear stochastic differential
delay system

JIANG Ming-hui, SHEN Yi, LIAO Xiao-xin   

    1. Institute of Nonlinear Complex Systems, China Three Gorges University, Yichang 443000, Hubei Province, P. R. China;
    2. Department of Control Science and Engineering, Huazhong University of Science and Technology, Wuhan 430074, P. R. China
  • Received:2006-06-22 Revised:2006-12-05 Online:2007-06-18 Published:2007-06-18
  • Contact: JIANG Ming-hui

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.

Key words: neutral stochastic differential system with delay, LaSalle-type theorem, robust stability

2010 MSC Number: 

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