Razumikhin-Type Theorems on Exponential Stability of SDDEs Containing Singularly Perturbed Random Processes

Junhao Hu, Xuerong Mao and Chenggui Yuan

Abstract and Applied Analysis, 2013, vol. 2013, 1-12

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 th-moment exponentially stable; then, the original systems are th-moment exponentially stable in an appropriate sense.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:854743

DOI: 10.1155/2013/854743

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