Stability of a Class of Hybrid Neutral Stochastic Differential Equations with Unbounded Delay

Abstract EN

This paper studies the stability of hybrid neutral stochastic differential equations with unbounded delay.

Some novel exponential stability criteria and boundedness conditions are established based on the generalized Itô formula and Lyapunov functions.

The factor e-εδ(t) is used to overcome the difficulties caused by the unbounded delay δ(t) effectively.

In particular, our results generalize and improve some previous stability results from bounded delay to unbounded delay conditions.

Finally, an example is presented to demonstrate the effectiveness of the proposed results.