Abstract
This paper presents the sufficient conditions for the exponential stability of linear or semilinear stochastic delay equations with time-varying norm bounded parameter uncertainties. Exponential estimates for the solutions are also obtained by using a modified Lyapunov-Krasovski functional. These conditions can be tested numerically using interior point algorithms.
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This work is Supported by the National Natural Science Foundation of China under Grant Nos. 10801056 and 10826095.
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Wang, H., Hu, S. Exponential estimates for stochastic delay equations with norm-bounded uncertainties. J Syst Sci Complex 22, 324–332 (2009). https://doi.org/10.1007/s11424-009-9167-5
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DOI: https://doi.org/10.1007/s11424-009-9167-5