Abstract
This paper is concerned to the pth moment exponential stability of highly nonlinear neutral pantograph stochastic differential equations driven by Lévy noise (NPSDE-LN). In the paper, the system model investigated in previous literature is generalized, exponential stability theorem and criterion for the underlying NPSDE-LN are directly established by the Lyapunov stability theory, stochastic analysis, and inequality technique by virtue of the drift dynamics f, diffusive dynamics g and h explicitly.
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