Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes (Q370270): Difference between revisions
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Summary: This paper concerns Razumikhin-type theorems on exponential stability of stochastic differential delay equations with Markovian switching, where the modulating Markov chain involves small parameters. The smaller the parameter, the faster a switching the system will experience. In order to reduce the complexity, we ``replace'' the original systems by limit systems with a simple structure. Under Razumikhin-type conditions, we establish theorems which say that if the limit systems are \(p\)th-moment exponentially stable, then the original systems are \(p\)th-moment exponentially stable in an appropriate sense. | |||
Property / review text: Summary: This paper concerns Razumikhin-type theorems on exponential stability of stochastic differential delay equations with Markovian switching, where the modulating Markov chain involves small parameters. The smaller the parameter, the faster a switching the system will experience. In order to reduce the complexity, we ``replace'' the original systems by limit systems with a simple structure. Under Razumikhin-type conditions, we establish theorems which say that if the limit systems are \(p\)th-moment exponentially stable, then the original systems are \(p\)th-moment exponentially stable in an appropriate sense. / rank | |||
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Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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Property / Mathematics Subject Classification ID: 34K50 / rank | |||
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Property / Mathematics Subject Classification ID: 34K20 / rank | |||
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Property / zbMATH DE Number: 6209474 / rank | |||
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Razumikhin-type theorem | |||
Property / zbMATH Keywords: Razumikhin-type theorem / rank | |||
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exponential stability | |||
Property / zbMATH Keywords: exponential stability / rank | |||
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stochastic differential delay equations | |||
Property / zbMATH Keywords: stochastic differential delay equations / rank | |||
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Markovian switching | |||
Property / zbMATH Keywords: Markovian switching / rank | |||
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Revision as of 13:38, 28 June 2023
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English | Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes |
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Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes (English)
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19 September 2013
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Summary: This paper concerns Razumikhin-type theorems on exponential stability of stochastic differential delay equations with Markovian switching, where the modulating Markov chain involves small parameters. The smaller the parameter, the faster a switching the system will experience. In order to reduce the complexity, we ``replace'' the original systems by limit systems with a simple structure. Under Razumikhin-type conditions, we establish theorems which say that if the limit systems are \(p\)th-moment exponentially stable, then the original systems are \(p\)th-moment exponentially stable in an appropriate sense.
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Razumikhin-type theorem
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exponential stability
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stochastic differential delay equations
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Markovian switching
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