A new criterion on stability in distribution for a hybrid stochastic delay differential equation
Lv, Can and You, Surong and Hu, Liangjian and Mao, Xuerong (2024) A new criterion on stability in distribution for a hybrid stochastic delay differential equation. Journal of the Franklin Institute, 361 (16). 107169. ISSN 0016-0032 (https://doi.org/10.1016/j.jfranklin.2024.107169)
Preview |
Text.
Filename: Lv-et-al-2024-A-new-criterion-on-stability-in-distribution-for-a-hybrid-stochastic-delay-differential-equation.pdf
Accepted Author Manuscript License: Download (473kB)| Preview |
Abstract
A new sufficient condition for stability in distribution of a hybrid stochastic delay differential equation (SDDE) has been proposed. In the new criterion leading to stability for an SDDE, its main component only depends on the coefficients of a corresponding SDE without delay. The Lyapunov method is applied to find an upper bound, so that the SDDE is stable in distribution if the delay is less than the upper bound. Also, the criterion shows that delay terms can be impetuses toward the stability in distribution.
ORCID iDs
Lv, Can, You, Surong, Hu, Liangjian and Mao, Xuerong ORCID: https://orcid.org/0000-0002-6768-9864;-
-
Item type: Article ID code: 90225 Dates: DateEventNovember 2024Published12 August 2024Published Online10 August 2024Accepted18 March 2024SubmittedSubjects: Science > Mathematics Department: Faculty of Science > Mathematics and Statistics Depositing user: Pure Administrator Date deposited: 13 Aug 2024 14:14 Last modified: 01 Oct 2024 00:45 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/90225