Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes (Q370270)

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.