Abstract
This paper is concerned with mean square exponential stability of stochastic systems with interval time-varying delays. The time delay is any continuous function belonging to a given interval. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton’s formula, new delay-dependent sufficient conditions for the mean square exponential stability of the stochastic systems are first established in terms of LMIs. AMS Subject Classification: 15A09, 52A10, 74M05, 93D05
Highlights
The analysis of stochastic systems with respect to mean square stability of their equilibria has attracted many researchers
To the best of our knowledge, interval time-varying delay and mean square exponential stability of stochastic systems, non-differentiable time-varying delays have not been fully studied yet, which are important in both theories and applications
By constructing augmented Lyapunov functional combined with LMI technique, we propose new criteria for the mean square exponential stability of stochastic systems with interval time-varying delay
Summary
The analysis of stochastic systems with respect to mean square stability of their equilibria has attracted many researchers. To the best of our knowledge, interval time-varying delay and mean square exponential stability of stochastic systems, non-differentiable time-varying delays have not been fully studied yet (see, e.g., [21–26] and the references therein), which are important in both theories and applications. The delay-dependent mean square exponential stability of stochastic systems with interval time-varying delay conditions are formulated in terms of LMIs. The outline of the paper is as follows.
Sign-in/Register to view highlights & summary Sign-in/Register to access full text options 
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
