Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations |
| |
Authors: | Chen Fei Weiyin Fei Xuerong Mao Mingxuan Shen and Litan Yan |
| |
Institution: | School of Mathematics and Physics, Anhui Polytechnic University, Wuhu, Anhui 241000, China.,School of Mathematics and Physics, Anhui Polytechnic University, Wuhu, Anhui 241000, China,Department of Mathematics and Statistics, University of Strathclyde, Glasgow G1 1XH, UK,School of Mathematics and Physics, Anhui Polytechnic University, Wuhu, Anhui 241000, China and Glorious Sun School of Business and Management, Donghua University, Shanghai, 200051, China |
| |
Abstract: | Stability criteria for stochastic differential delay equations (SDDEs) have been studied intensively for the past few decades. However, most of these criteria can only be applied to delay equations where their coefficients are either linear or nonlinear but bounded by linear functions. Recently, the stability of highly nonlinear hybrid stochastic differential equations with a single delay is investigated in Fei, Hu, Mao and Shen, Automatica, 2017], whose work, in this paper, is extended to highly nonlinear hybrid stochastic differential equations with variable multiple delays. In other words, this paper establishes the stability criteria of highly nonlinear hybrid variable multiple-delay stochastic differential equations. We also discuss an example to illustrate our results. |
| |
Keywords: | Variable multiple-delay stochastic differential equation nonlinear growth condition asymptotic stability Markovian switching Lyapunov functional |
|
| 点击此处可从《Journal of Applied Analysis & Computation》浏览原始摘要信息 |
| 点击此处可从《Journal of Applied Analysis & Computation》下载免费的PDF全文 |
|