Almost sure exponential stability of hybrid stochastic functional differential equations (Q1682117): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q115570324, #quickstatements; #temporary_batch_1711439739529 |
||
Property / Wikidata QID | |||
Property / Wikidata QID: Q115570324 / rank | |||
Normal rank |
Revision as of 10:45, 26 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Almost sure exponential stability of hybrid stochastic functional differential equations |
scientific article |
Statements
Almost sure exponential stability of hybrid stochastic functional differential equations (English)
0 references
28 November 2017
0 references
This paper is concerned with almost sure exponential stability of an \(n\)-dimensional nonlinear hybrid stochastic functional differential equation (SFDE) modelled by a Markov chain. Under Lipschitz condition, the authors show that if the corresponding hybrid SDE is almost surely exponentially stable, then there exists a positive number \(\tau^*\) such that the SFDE is also almost surely exponentially stable if \(\tau<\tau^*\). They also describe a method to determine \(\tau^*\) which can be computed numerically. Several special classes of hybrid SFDEs are discussed.
0 references
stability
0 references
hybrid stochastic differential functional equations
0 references
Itô formula
0 references
Brownian motion
0 references
Markov chain
0 references