Abstract

ABSTRACTIn this paper, we consider a class of neutral stochastic differential systems with variable delays and give sufficient conditions to ensure that the zero solution is asymptotically stable in the mean square by means of a generalisation of Banach's contraction principle. These conditions do not require the boundedness of delays, nor do they ask for a fixed sign on the coefficient functions. The results are shown to improve the previous globally stable results derived in the literature.

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