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 logoORCID: https://orcid.org/0000-0002-6768-9864;
CORE (COnnecting REpositories)