Robustness analysis of global exponential stability of nonlinear stochastic systems with respect to neutral terms and time-varying delays

Abstract

In this paper, we consider a class of nonlinear stochastic systems with respect to neutral terms and time-varying delays. Given a globally exponentially stable nonlinear stochastic system, the robustness of the global exponential stability of the system subject to a time delay and a neutral term can be derived by a subtle inequality and a transcendental equation. The upper bound of the allowable time delays and the neutral terms contraction coefficient is easy to verify and implement. Finally, an example with a numerical simulation is given to illustrate the presented criteria.