Sufficient Conditions on the Exponential Stability of Neutral Stochastic Differential Equations with Time-Varying Delays

Abstract

The exponential stability is investigated for neutral stochastic differential equations with time-varying delays. Based on the Lyapunov stability theory and linear matrix inequalities (LMIs) technique, some delay-dependent criteria are established to guarantee the exponential stability in almost sure sense. Finally a numerical example is provided to illustrate the feasibility of the result.