Stability of hybrid stochastic functional differential equations

Dehao Ruan, Liping Xu and Jiaowan Luo

Applied Mathematics and Computation, 2019, vol. 346, issue C, 832-841

Abstract: In this paper, a class of hybrid stochastic functional differential equations is investigated. Under some suitable assumptions, the pth moment stability, asymptotic stability and exponential stability are discussed by means of constructing an auxiliary functional differential equation and using the comparison principle. The proposed criteria removes some conditions in some earlier publications. Moreover, two examples and simulations are given to illustrate our results.

Keywords: Markovian switching; Stability; Stochastic functional differential equation; 34K40; 37B25; 93E15 (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:346:y:2019:i:c:p:832-841

DOI: 10.1016/j.amc.2018.03.064

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