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Exponential stability analysis in mean square for a class of stochastic delay differential equations

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Abstract

In this paper, we investigate a class of stochastic differential equations with fixed delays and obtain two conditions to guarantee that the zero solution is globally exponentially stable in mean square by using Gronwall inequality and matric theory, respectively. The results are new and interesting. Some examples are given to illustrate the correctness and effectiveness of our results.

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Acknowledgements

Supported financially by the Natural Science Foundation of Shandong Province under Grant No. ZR2021MA043.

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Correspondence to Yingxin Guo.

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Supported by NSF of Shandong Province under Grant ZR2021MA043.

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Guo, Y., Ge, S.S. & Ma, Y. Exponential stability analysis in mean square for a class of stochastic delay differential equations. J. Appl. Math. Comput. (2024). https://doi.org/10.1007/s12190-024-02050-2

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  • DOI: https://doi.org/10.1007/s12190-024-02050-2

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