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Stability of hybrid stochastic retarded systems

Huang, Lirong and Mao, Xuerong and Deng, Feiqi (2008) Stability of hybrid stochastic retarded systems. IEEE Transactions on Circuits and Systems I: Regular Papers, 55 (11). pp. 3413-3420. ISSN 1549-8328

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Abstract

Abstract-In the past few years, hybrid stochastic retarded systems (also known as stochastic retarded systems with Markovian switching), including hybrid stochastic delay systems, have been intensively studied. Among the key results, Mao et al. proposed the Razumikhin-type theorem on exponential stability of stochastic functional differential equations with Markovian switching and its application to hybrid stochastic delay interval systems. However, the importance of general asymptotic stability has not been considered. This paper is to study Razumikhin-type theorems on general theorem moment asymptotic stability of hybrid stochastic retarded systems. The proposed theorems apply to complex systems including some cases when the existing results cannot be used.