Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching

Feng, Lichao and Li, Shoumei and Mao, Xuerong (2016) Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching. Journal of the Franklin Institute, 353 (18). pp. 4924-4949. ISSN 0016-0032 (https://doi.org/10.1016/j.jfranklin.2016.09.017)

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Abstract

This paper is concerned with the boundedness, exponential stability and almost sure asymptotic stability of stochastic functional differential equations (SFDEs) with Markovian switching. The key technique used is the method of multiple Lyapunov functions. We use two auxiliary functions to dominate the corresponding different Lyapunov function in different mode while the diffusion operator in different model is controlled by other multiple auxiliary functions. Our conditions on the diffusion operator are weaker than those in the related existing works.

ORCID iDs

Feng, Lichao, Li, Shoumei and Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864;
  • Item type:Article
    ID code:57835
    Dates:
    Date
    Event
    31 December 2016
    Published
    23 September 2016
    Published Online
    18 September 2016
    Accepted
    17 April 2015
    Submitted
    Notes:© 2016 The Franklin Institute. Published by Elsevier Ltd. All rights reserved. Lichao Feng, Shoumei Li, Xuerong Mao, Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching, Journal of the Franklin Institute, Volume 353, Issue 18, 2016, Pages 4924-4949, https://doi.org/10.1016/j.jfranklin.2016.09.017
    Subjects:Science > Mathematics
    Department:Faculty of Science > Mathematics and Statistics
    Depositing user: Pure Administrator
    Date deposited:19 Sep 2016 08:50
    Last modified:11 Nov 2024 11:31
    Related URLs:
    URI:https://strathprints.strath.ac.uk/id/eprint/57835
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