Stability analysis for stochastic nonlinear systems with state-dependent switching and time-delay

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A stochastic differential equation driven by a Brownian motion is considered in presence of delays and random switchings associated with boundary crossings of prescribed regions. Under suitable conditions, existence of a global solution is asserted. Under Krasovskii-type Lyapunov conditions, global exponential stability is established in moment and in probability, and global asymptotic stability is established almost surely. Under Razumikhin type conditions, the global asymptotic stability is established in moment and in probability. Simulation experiments are provided support of the theoretical claims.



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