Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes

Junhao Hu, Xuerong Mao, Chenggui Yuan

Research output: Contribution to journalArticle

2 Citations (Scopus)
26 Downloads (Pure)

Abstract

This paper concerns Razumikhin-type theorems on exponential stability of stochastic differential delay equations with Markovian switching, where the modulating Markov chain involves small parameters. The smaller the parameter is, the rapider switching the system will experience. In order to reduce the complexity, we will “replace” the original systems by limit systems with a simple structure. Under Razumikhin-type conditions, we establish theorems that if the limit systems are pth-moment exponentially stable; then, the original systems are pth-moment exponentially stable in an appropriate sense.

Original languageEnglish
Article number854743
Number of pages13
JournalAbstract and Applied Analysis
Volume2013
DOIs
Publication statusPublished - 2013

Keywords

  • Razumikhin-type theorem
  • Markovian switching
  • stochastic differential delay equations
  • exponential stability
  • Markov Chain
  • small parameters

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