Stability of hybrid stochastic delay systems whose discrete components have a large state space: A two-time-scale approach |
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Authors: | Chenggui Yuan |
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Institution: | a Department of Mathematics, University of Wales Swansea, Swansea SA2 8PP, UK b Department of Mathematics, Wayne State University, Detroit, MI 48202, USA |
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Abstract: | This work is concerned with stability of stochastic differential delay equations with Markovian switching, where the modulating Markov chain has a large state space and is subject to both fast and slow movements. Under simple conditions, we demonstrate that if the limit systems are pth-moment exponentially stable, then the original systems are pth-moment exponentially stable in an appropriate sense. In addition, the exponential stability is also investigated. Moreover, stability in distribution is obtained for such hybrid systems. |
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Keywords: | Hybrid delay system Two-time scale Large-scale Markov chain Exponential stability Stability in distribution |
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