International Journal of Control, Vol.90, No.11, 2384-2393, 2017
Mean square exponential stability of stochastic nonlinear delay systems
In this paper, we are concernedwith the stability of stochastic nonlinear delay systems. Different from the previous literature, we aim to show that when the determinate nonlinear delay system is globally exponentially stable, the corresponding stochastic nonlinear delay system can be mean square globally exponentially stable. In particular, we remove the linear growth condition and introduce a new polynomial growth condition for g(x(t), x(t-tau(t))), which overcomes the limitation of application scope and the boundedness of diffusion term form. Finally, we provide an example to illustrate our results.
Keywords:Stochastic nonlinear delay system;polynomial growth condition;global Lipschitz condition;mean square globally exponential stability;stabilisation