pth moment exponential stability of highly nonlinear neutral pantograph stochastic differential equations driven by Lévy noise

Abstract This paper is concerned to the p th moment exponential stability of highly nonlinear neutral pantograph stochastic differential equations driven by Levy noise (NPSDE-LN). In the paper, the system model investigated in previous literature is generalized, exponential stability theorem and criterion for the underlying NPSDE-LN are directly established by the Lyapunov stability theory, stochastic analysis, and inequality technique by virtue of the drift dynamics f , diffusive dynamics g and h explicitly.