Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching-Reference-Cited by-同舟云学术

Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching

Published:2021-01-01 Issue:1 Volume:19 Page:614-628
ISSN:2391-5455
Container-title:Open Mathematics
language:en
Short-container-title:

Author:

Zhang Xiaozhi¹,Zhu Zhangsheng¹,Yuan Chenggui²

Affiliation:

1. Department of Mathematics, Jiujiang University , Jiujiang , 332005 , P. R. China

2. Department of Mathematics, Swansea University , Swansea SA2 8PP , UK

Abstract

Abstract The aim of this work is to study the asymptotic stability of the time-changed stochastic delay differential equations (SDDEs) with Markovian switching. Some sufficient conditions for the asymptotic stability of solutions to the time-changed SDDEs are presented. In contrast to the asymptotic stability in existing articles, we present the new results on the stability of solutions to time-changed SDDEs, which is driven by time-changed Brownian motion. Finally, an example is given to demonstrate the effectiveness of the main results.

Publisher

Walter de Gruyter GmbH

Subject

General Mathematics

Link

https://www.degruyter.com/document/doi/10.1515/math-2021-0054/pdf

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