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)

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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 logoORCID: https://orcid.org/0000-0002-6768-9864;
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