Almost sure stability with general decay rate of neutral stochastic delayed hybrid systems with Lévy noise (Q2407853)
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scientific article; zbMATH DE number 6787395
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| English | Almost sure stability with general decay rate of neutral stochastic delayed hybrid systems with Lévy noise |
scientific article; zbMATH DE number 6787395 |
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Almost sure stability with general decay rate of neutral stochastic delayed hybrid systems with Lévy noise (English)
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6 October 2017
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In this paper, the authors study neutral stochastic delayed hybrid systems with Lévy noise. A kind of \(\psi\)-function is introduced. By means of a Lyapunov function and the nonnegative semi-martingale convergence theorem, the almost sure stability with general decay rate is investigated, including the exponential stability and the polynomial stability. Moreover, an upper bound of each coefficient at any mode is given according to the theory of M-matrices.
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\(\psi\)-function
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neutral stochastic delayed hybrid systems
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Lévy noise
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nonnegative semi-martingale convergence theorem
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M-matrix
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