A note on stability of hybrid stochastic differential equations

Bing Li

Applied Mathematics and Computation, 2017, vol. 299, issue C, 45-57

Abstract: In this paper, the pth moment stability of hybrid stochastic differential equations is investigated. Several new sufficient conditions are derived by constructing an auxiliary delayed differential equation and using the comparison principle. The proposed criteria remove some harsh restrictions imposed on the diffusion operators and improve some previous related works. Numerical examples and simulations are given to illustrate the effectiveness of theoretical results.

Keywords: Stochastic differential equation; Markovian switching; Moment stability (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:299:y:2017:i:c:p:45-57

DOI: 10.1016/j.amc.2016.11.034

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