Stability of Highly Nonlinear Neutral Stochastic Differential Delay Equations Driven by Lévy Noises

Abstract

This paper mainly investigated well-posedness and the stability for a highly nonlinear neutral stochastic differential delay equations (NSDDEs) driven by Levy noises. By establishing an integral lemma and using stochastic analysis technique, well-posedness and exponential stability in pth(p ≥ 2) moment of the solution is discussed. Finally, a numerical example is given to verify the accuracy of the results.