Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching
DOI10.3934/MCRF.2015.5.697zbMATH Open1323.34091OpenAlexW2524903333MaRDI QIDQ2356567FDOQ2356567
Authors: Fuke Wu, George Yin, Le Yi Wang
Publication date: 30 July 2015
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/mcrf.2015.5.697
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functional differential equationmoment exponential stabilitystationary distributionRazumikhin-type theoremtwo-time-scale Markov chain
Applications of continuous-time Markov processes on discrete state spaces (60J28) Ordinary differential equations and systems with randomness (34F05) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Stochastic stability in control theory (93E15) Singular perturbations of functional-differential equations (34K26)
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Cited In (11)
- Analysis and verification of uniform moment exponential stability for stochastic hybrid systems with Poisson jump
- Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching
- Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains
- On sufficient conditions for the existence of past-present-future dependent fixed point in the Razumikhin class and application
- Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay
- Exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching
- Mean stability and \(L_1\) performance of a class of two-time-scale Markov jump linear systems
- Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise
- Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes
- Stability of stochastic functional differential systems using degenerate Lyapunov functionals and applications
- Practical exponential stability of stochastic delayed systems with G-Brownian motion via vector G-Lyapunov function
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