Projects per year
Abstract
This article discusses the problem of exponential stability for a class of hybrid neutral stochastic differential delay equations with highly nonlinear coefficients and different structures in different switching modes. In such systems, the coefficients will satisfy the local Lipschitz condition and suitable Khasminskii-types conditions. The set of switching states will be divided into two subsets. In different subsets, the coefficients will be dominated by polynomials with different degrees. By virtue of M-matrices and suitable Lyapunov functions dependent on coefficient structures and switching modes, some results including the existence-and-uniqueness, boundedness and exponential stability of the solution are proposed and proved.
Original language | English |
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Article number | 100971 |
Number of pages | 17 |
Journal | Nonlinear Analysis: Hybrid Systems |
Volume | 39 |
Early online date | 18 Sept 2020 |
DOIs | |
Publication status | Published - 28 Feb 2021 |
Keywords
- M-matrix
- exponential stability
- hybrid neutral stochastic differential delay equation
- Lyapunov function
- Khasminskii-type condition
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Dive into the research topics of 'On exponential stability of hybrid neutral stochastic differential delay equations with different structures'. Together they form a unique fingerprint.Projects
- 2 Finished
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Long-time dynamics of numerical solutions of stochastic differential equations
1/10/16 → 30/09/21
Project: Research
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Numerical Analysis of Stochastic Differential Equations: New Challenges
1/10/15 → 30/09/17
Project: Research Fellowship