Asymptotic behaviour analysis of stochastic functional differential equations with semi-Markovian switching signal

被引：1

作者：

Liu, Jiamin ^{[1
]}

Li, Zhao-Yan ^{[1
]}

机构：

[1] Harbin Inst Technol, Sch Math, Harbin 150001, Peoples R China

来源：

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 2023年 / 54卷 / 01期

基金：

中国国家自然科学基金;

关键词：

General decay rate; semi-Markovian switching; functional differential equations; stochastic stability; SQUARE EXPONENTIAL STABILITY; JUMP LINEAR-SYSTEMS; CRITERIA; STABILIZATION; SOJOURN;

D O I：

10.1080/00207721.2022.2096940

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 paper, we develop the moment and almost-sure stability with a general decay rate for stochastic functional differential equations with semi-Markovian switching signal (SFDESMS). We first present a new equivalent concept of moment stability with general decay rate and its implication to almost-sure stability with general decay rate. Subsequently, using the present equivalent concept and implication relationship, we formulate some explicit sufficient criteria of the moment and almost sure stability with general decay rate for SFDESMS. In addition, we consider the application of our results to two special classes of SFDESMS and obtain the moment and almost-sure stability with general decay rate for two special classes of SFDESMS. At last, we illustrate the obtained theoretical results by numerical examples.

引用

页码：42 / 58

页数：17

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