Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach

DOI10.1016/J.JMAA.2010.02.053zbMATH Open1200.93136OpenAlexW1965606396MaRDI QIDQ972465FDOQ972465

Authors: Chenggui Yuan, G. Yin 

Publication date: 19 May 2010

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.02.053

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zbMATH Keywords

regime switchingstabilitytwo-time scalelarge state space Markov chain

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Applications of stochastic analysis (to PDEs, etc.) (60H30) Continuous-time Markov processes on discrete state spaces (60J27) Stochastic stability in control theory (93E15)

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Cited In (10)

• The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth
• Weak convergence and stability of functional diffusion systems with singularly perturbed regime switching
• Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains
• Markovian Switching of Mutation Rates in Evolutionary Network Dynamics
• Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching
• Asymptotic properties of multi-species Lotka-Volterra models with regime switching involving weak and strong interactions
• Stability analysis of stochastic delayed complex networks with multi-weights based on Razumikhin technique and graph theory
• Stability of singularly perturbed nonlinear stochastic hybrid systems
• Exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching
• Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes

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