International Journal of Control, Vol.90, No.8, 1555-1560, 2017
Stability analysis of neutral stochastic delay differential equations by a generalisation of Banach's contraction principle
In this paper, we consider a class of neutral stochastic differential systems with variable delays and give sufficient conditions to ensure that the zero solution is asymptotically stable in the mean square by means of a generalisation of Banach's contraction principle. These conditions do not require the boundedness of delays, nor do they ask for a fixed sign on the coefficient functions. The results are shown to improve the previous globally stable results derived in the literature.