Stability of hybrid stochastic functional differential equations

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摘要

In this paper, a class of hybrid stochastic functional differential equations is investigated. Under some suitable assumptions, the pth moment stability, asymptotic stability and exponential stability are discussed by means of constructing an auxiliary functional differential equation and using the comparison principle. The proposed criteria removes some conditions in some earlier publications. Moreover, two examples and simulations are given to illustrate our results.

论文关键词:Markovian switching,Stability,Stochastic functional differential equation

论文评审过程:Received 27 October 2017, Revised 12 March 2018, Accepted 14 March 2018, Available online 19 November 2018, Version of Record 19 November 2018.

论文官网地址:https://doi.org/10.1016/j.amc.2018.03.064