Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique
Li, Wenrui and Fei, Chen and Mei, Chunhui and Fei, Weiyin and Mao, Xuerong (2023) Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique. Systems and Control Letters, 176. 105530. ISSN 0167-6911 (https://doi.org/10.1016/j.sysconle.2023.105530)
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Abstract
In this article we will study the delay tolerance for stable hybrid stochastic differential equations with Lévy noise (SDEsLN) under global Lipschitz coefficients. Based on Razumikhin technique, we will show that when the hybrid SDEs-LN without delay is pth moment exponentially stable (p-MES), the system with small delays is still p-MES. We will also obtain explicit delay bounds for p-MES. Finally, an example about neural network will be provided to illustrate the effectiveness and feasibility of theoretical results
ORCID iDs
Li, Wenrui, Fei, Chen, Mei, Chunhui, Fei, Weiyin and Mao, Xuerong ORCID: https://orcid.org/0000-0002-6768-9864;-
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Item type: Article ID code: 85175 Dates: DateEvent1 June 2023Published21 April 2023Published Online10 April 2023AcceptedSubjects: Science > Mathematics Department: Faculty of Science > Mathematics and Statistics Depositing user: Pure Administrator Date deposited: 19 Apr 2023 12:30 Last modified: 12 Dec 2024 14:40 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/85175