Delay-Independent Stability of Stochastic Systems with Time-Varying Delay and Lévy Noise

Abstract

This paper focuses upon delay-independent stability for stochastic differential systems with time-varying delay driven by Lévy noise. Mainly, in view of Lyapunov function, generalized Itô’s formula and reduction to absurdity, sufficient conditions are given to obtain the delay-independent stability and mean-square exponential stability. Furthermore, due to effectiveness of the demonstration method, in this paper stability criterion for time-varying systems does not require derivative for time-varying function to be less than one, which contributes to the demonstration of delay-independent stability.