Stability of interconnected stochastic delay systems |
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Authors: | Mou-Hsiung Chang |
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Affiliation: | Department of Mathematics University of Alabama in Huntsville Huntsville, Alabama 35899 USA |
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Abstract: | A decomposition of a large-scale stochastic functional differential system into a family of isolated subsystems is made. A set of criteria is obtained under which the uniform asymptotic stability with probability one of the trivial solution process of the large-scale system is preserved. These criteria are expressed in terms of the stability of isolated subsystems and bounds on interconnection components. As a tool of our analysis, Razumikhin-type stability conditions for stochastic functional differential systems are also obtained. Several examples are given to show the applicability of our results. |
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