Asymptotic boundedness and exponential stability of neutral stochastic functional differential equations with unbounded delay

IF 2.6 3区计算机科学 Q2 AUTOMATION & CONTROL SYSTEMS

European Journal of Control Pub Date : 2026-01-01 Epub Date: 2025-12-01 DOI:10.1016/j.ejcon.2025.101423

Wei Mao , Xiaomu Ling , Jie He , Fuke Wu , Xuerong Mao

引用次数: 0

Abstract

This paper is concerned with the asymptotic boundedness and exponential stability of neutral stochastic functional differential equations with unbounded delay. Under the Khasminskii-type condition, we establish the LaSalle theorem for the underlying equations to locate its limit set, and obtain some criteria on the asymptotic boundedness and almost sure stability. By means of the Lyapunov function, some conditions are given for the moment asymptotic boundedness and exponential stability of neutral stochastic functional differential equations with unbounded delay. These conditions also indicate the almost sure exponential stability is robust with respect to stochastic perturbation. Finally, two examples are presented to illustrate our results.

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具有无界时滞中立型随机泛函微分方程的渐近有界性和指数稳定性

研究了具有无界时滞的中立型随机泛函微分方程的渐近有界性和指数稳定性。在khasminskii型条件下，我们建立了底层方程的LaSalle定理，并得到了其极限集的渐近有界性和几乎确定稳定性的判据。利用Lyapunov函数，给出了具有无界时滞的中立型随机泛函微分方程的矩渐近有界性和指数稳定性的一些条件。这些条件还表明，对于随机扰动，几乎肯定的指数稳定性是鲁棒的。最后，给出了两个例子来说明我们的结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

European Journal of Control 工程技术-自动化与控制系统

CiteScore

5.80

自引率

5.90%

发文量

131

审稿时长

1 months

期刊介绍： The European Control Association (EUCA) has among its objectives to promote the development of the discipline. Apart from the European Control Conferences, the European Journal of Control is the Association''s main channel for the dissemination of important contributions in the field. The aim of the Journal is to publish high quality papers on the theory and practice of control and systems engineering. The scope of the Journal will be wide and cover all aspects of the discipline including methodologies, techniques and applications. Research in control and systems engineering is necessary to develop new concepts and tools which enhance our understanding and improve our ability to design and implement high performance control systems. Submitted papers should stress the practical motivations and relevance of their results. The design and implementation of a successful control system requires the use of a range of techniques: Modelling Robustness Analysis Identification Optimization Control Law Design Numerical analysis Fault Detection, and so on.