Abstract
This paper considers a stochastic neural network (SNN) with infinite delay. Some sufficient conditions for stochastic stability, stochastic asymptotical stability and global stochastic asymptotical stability, respectively, are derived by means of Lyapunov method, Itô formula and some inequalities. As a corollary, we show that if the neural network with infinite delay is stable under some conditions, then the stochastic stability is maintained provided the environmental noises are small. Estimates on the allowable sizes of environmental noises are also given. Finally, a three-dimensional SNN with infinite delay is analyzed and some numerical simulations are illustrated to show our results.
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