Large-scale stochastic hereditary systems under Markovian structural perturbations. II: Qualitative analysis of isolated subsystems

MaRDI QIDQ871332zbMATH OpenFDO

Authors G. S. Ladde

Publication date 19 March 2007

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

zbMATH Keywords

convergencedifferential equations with delay and memorylarge-scale stochastic hereditary differential systemsMarkov chainsMarkovian perturbationsrobustnessstabilitytime-delayvariational comparison theorems

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic functional-differential equations (34K50) Generation, random and stochastic difference and differential equations (37H10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on discrete state spaces (60J27)

Review text

A convergence and stability analysis of isolated subsystems of stochastic hereditary differential systems under Markovian structural perturbations is carried out. This paper is part of a 3-parts series in the same journal issue (see Zbl 1121.34085 and Zbl 1121.34087). The variational comparison theorems developed in Part I are used to conduct that analysis. Under algebraic conditions on the rate coefficients, time-delay, and an intensity matrix associated with the Markov chain, convergence and stability results are obtained. Furthermore, it is shown that these properties are affected by hereditary and random structural perturbations. It is further shown that the mathematical conditions are algebraically simple and robust to the parametric changes. This investigation provides a basis for drawing the conclusions about the overall large-scale system. This paper is part of 3 subsequent papers. This series investigates the qualitative analysis of large-scale stochastic hereditary systems under Markovian structural perturbations. The random structural perturbations are described by a Markov chain with a finite number of states.

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Cited in

(3)

• Quantized stabilization of stochastic systems with multiplicative noise under Markovian switching
• Large-scale stochastic hereditary systems under Markovian structural perturbations. I: Variational comparison theorems
• Large-scale stochastic hereditary systems under Markovian structural perturbations. III: Qualitative analysis

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