Exponential Stability for Second-Order Neutral Stochastic Systems Involving Impulses and State-Dependent Delay

Abstract

Exponential stability criteria for neutral second-order stochastic systems involving impulses and state-dependent delay have been addressed in this paper based on stability theory, stochastic analysis, and the inequality technique. Some sufficient conditions are given to establish the exponential stability of such systems, which is well-established in the deterministic case, but less known for the stochastic case. In our model, the noise effect can be described as a symmetric Wiener process. By formulating the impulsive integral technique, exponential stability analysis of the pth moment of the second-order system involving stochastic perturbation is established. As an application that illustrates the theoretical formulation, an example is presented.