Stability of stochastic functional differential equations with random switching and applications

TitleStability of stochastic functional differential equations with random switching and applications
Publication TypeJournal Article
Year of Publication2021
AuthorsDu, NHuu
Secondary AuthorsNguyen, DH, Nguyen, NN, Yin, G
JournalAutomatica
Volume125
Pagination109410
ISSN0005-1098
KeywordsDelay system, Stability, Switching diffusion
Abstract

This paper develops a new stability theory for stochastic functional differential systems with random switching. It examines general systems that are time inhomogeneous, past-dependent, and perturbed by a Brownian motion and modulated by a switching process. In contrast to the advances in the literature, this paper provides weaker and more verifiable conditions. Examples and discussion are also given to demonstrate the applicability of our results.

URLhttps://www.sciencedirect.com/science/article/pii/S0005109820306129
DOI10.1016/j.automatica.2020.109410