Asymptotic behavior analysis of Markovian switching neutral-type stochastic time-delay systems

Jiamin Liu, Zhao-Yan Li and Feiqi Deng

Applied Mathematics and Computation, 2021, vol. 404, issue C

Abstract: A new integral inequality method is put forward to analyze the general decay stability for Markovian switching neutral stochastic functional differential systems. At first, in order to get around the dynamic analyses difficulty induced by the coinstantaneous presence of neutral term, Markovian switching and Brownian motion noise, an new integral inequality as a powerful tool is gained. Then, based on the integral inequality, general decay stability in the sense of pth(p>0) moment and the almost sure can be taken out by utilizing the nonnegative semimartingale convergence theorem and Lyapunov stability theory. The obtained results can be especially applied to two special types of neutral stochastic differential systems that have been studied in the literature. Finally, an example has been performed to verify the obtained analytical results.

Keywords: Neutral delay systems; Markovian switching; General decay; Stochastic stability (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0096300321002952
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:404:y:2021:i:c:s0096300321002952

DOI: 10.1016/j.amc.2021.126205

Access Statistics for this article

Applied Mathematics and Computation is currently edited by Theodore Simos

More articles in Applied Mathematics and Computation from Elsevier
Bibliographic data for series maintained by Catherine Liu ().