Delay-dependent stability of highly nonlinear neutral stochastic systems with non-differentiable delay

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Abstract

The aim of this paper is to investigate the delay-dependent stability of highly nonlinear hybrid neutral stochastic differential delay equations (NSDDEs). Departing from most existing studies, the system under consideration incorporates a time-varying delay that is not required to be differentiable. A novel decomposition scheme for the drift coefficient is introduced, relaxing the conventional restrictive Lipschitz condition on the delay component. By constructing appropriate Lyapunov functionals and employing an M-matrix approach, delay-dependent conditions are derived to ensure moment stability for the considered highly nonlinear NSDDEs. Finally, an example is given to demonstrate the effectiveness of our new theory.

Keywords

neutral stochastic differential equations / M-matrix / delay-dependent stability / non-differentiable delay / Lyapunov functional

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