Generalised criteria on delay dependent stability of highly nonlinear hybrid stochastic systems

Fei, Weiyin and Hu, Liangjian and Mao, Xuerong and Shen, Mingxuan (2018) Generalised criteria on delay dependent stability of highly nonlinear hybrid stochastic systems. International Journal of Robust and Nonlinear Control. pp. 1-18. ISSN 1049-8923 (https://doi.org/10.1002/rnc.4402)

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Abstract

Our recent paper [2] is the first to establish delay dependent criteria for highly nonlinear hybrid stochastic differential delay equations (SDDEs) (by highly nonlinear we mean the coefficients of the SDDEs do not have to satisfy the linear growth condition). This is an important breakthrough in the stability study as all existing delay stability criteria before could only be applied to delay equations where their coefficients are either linear or nonlin- ear but bounded by linear functions (namely, satisfy the linear growth condition). In this continuation, we will point out one restrictive condition imposed in our earlier paper [2]. We will then develop our ideas and methods there in order to remove this restrictive condition so that our improved results cover a much wider class of hybrid SDDEs.