Delay tolerance for stable hybrid stochastic differential equations with Levy noise based on Razumikhin technique

被引：2

作者：

Li, Wenrui ^{[1
]}

Fei, Chen ^{[2
]}

Mei, Chunhui ^{[3
,4
]}

Fei, Weiyin ^{[3
,4
]}

Mao, Xuerong ^{[5
]}

机构：

[1] Nanjing Univ Sci & Technol, Sch Math & Stat, Nanjing 210094, Jiangsu, Peoples R China

[2] Univ Shanghai Sci & Technol, Sch Business, Shanghai 200093, Peoples R China

[3] Anhui Polytech Univ, Key Lab Adv Percept & Intelligent Control High End, Minist Educ, Wuhu 241000, Peoples R China

[4] Anhui Polytech Univ, Sch Math Phys & Finance, Wuhu 241000, Peoples R China

[5] Univ Strathclyde, Dept Math & Stat, Glasgow G1 1XH, Scotland

来源：

SYSTEMS & CONTROL LETTERS | 2023年 / 176卷

基金：

英国工程与自然科学研究理事会; 中国国家自然科学基金;

关键词：

Delay tolerance; Levy noise; pth moment exponentially stable; Razumikhin technique; SURE EXPONENTIAL STABILITY; SYSTEMS; THEOREMS; STABILIZATION;

D O I：

10.1016/j.sysconle.2023.105530

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this article we will study the delay tolerance for stable hybrid stochastic differential equations with Levy noise (SDEs-LN) under global Lipschitz coefficients. Based on Razumikhin technique, we will show that when the hybrid SDEs-LN without delay is pth moment exponentially stable (p-MES), the system with small delays is still p-MES. We will also obtain explicit delay bounds for p-MES. Finally, an example about neural network will be provided to illustrate the effectiveness and feasibility of theoretical results.(c) 2023 Elsevier B.V. All rights reserved.

引用

页数：8

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