Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes

Hu, Junhao and Mao, Xuerong and Yuan, Chenggui (2013) Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes. Abstract and Applied Analysis, 2013. 854743.

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    Abstract

    This paper concerns Razumikhin-type theorems on exponential stability of stochastic differential delay equations with Markovian switching, where the modulating Markov chain involves small parameters. The smaller the parameter is, the rapider switching the system will experience. In order to reduce the complexity, we will “replace” the original systems by limit systems with a simple structure. Under Razumikhin-type conditions, we establish theorems that if the limit systems are pth-moment exponentially stable; then, the original systems are pth-moment exponentially stable in an appropriate sense.