TY  - JOUR
AU  - Shen, Mingxuan
AU  - Wang, Huayu
AU  - Mei, Chunhui
PY  - 2026
TI  - Delay-dependent stability of highly nonlinear neutral stochastic systems with non-differentiable delay
JO  - Electronic Research Archive
SP  - 1988
EP  - 2008
VL  - 34
IS  - 3
AB  - The aim of this paper is to investigate the delay-dependent stability of highly nonlinear hybrid neutral stochastic differential delay equations (NSDDEs). Departing from most existing studies, the system under consideration incorporates a time-varying delay that is not required to be differentiable. A novel decomposition scheme for the drift coefficient is introduced, relaxing the conventional restrictive Lipschitz condition on the delay component. By constructing appropriate Lyapunov functionals and employing an M-matrix approach, delay-dependent conditions are derived to ensure moment stability for the considered highly nonlinear NSDDEs. Finally, an example is given to demonstrate the effectiveness of our new theory.
UR  - https://doi.org/10.3934/era.2026089
DO  - 10.3934/era.2026089