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

This paper is concerned to the pth moment exponential stability of highly nonlinear neutral pantograph stochastic differential equations driven by Lévy 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.