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Author:

Feng, Lichao (Feng, Lichao.) | Li, Shoumei (Li, Shoumei.) (Scholars:李寿梅) | Liu, Zhiyou (Liu, Zhiyou.) | Zheng, Shiqiu (Zheng, Shiqiu.)

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Scopus SCIE

Abstract:

Robust stability has been one of the most popular topics in the study of stochastic functional differential equations with Markovian switching (SFDEwMSs), including stochastic delay differential equations with Markovian switching (hybrid SDDEs). Most of the existing results on the robust stability require that the drift coefficient f and diffusion coefficient g of the stochastic system are either linear or nonlinear with linear growth condition. Recently Hu, Mao and Zhang (IEEE Trans. Autom. Control 58: 2319-2332, 2013) obtained some new results for the robust stability of nonlinear hybrid SDDEs, requiring x(T)f and vertical bar g vertical bar(2) to be bounded by polynomials with the same orders. However, there are many SFDEwMSs which do not satisfy the above requirement. Hence the existing criteria on the robust stability are not applicable and we see the necessity to develop some new criteria. Our aim in this paper is to establish some new criteria for the robust stability of a class of SFDEwMSs, where x(T)f and vertical bar g vertical bar(2) are controlled by polynomials with different orders.

Keyword:

exponential stability Brownian motion asymptotic stability stochastic functional differential equations with Markovian switching generalized Ito formula robust stability

Author Community:

  • [ 1 ] [Feng, Lichao]Beijing Univ Technol, Coll Appl Sci, 100 Pingleyuan, Beijing 100124, Peoples R China
  • [ 2 ] [Li, Shoumei]Beijing Univ Technol, Coll Appl Sci, 100 Pingleyuan, Beijing 100124, Peoples R China
  • [ 3 ] [Zheng, Shiqiu]Beijing Univ Technol, Coll Appl Sci, 100 Pingleyuan, Beijing 100124, Peoples R China
  • [ 4 ] [Feng, Lichao]North China Univ Sci & Technol, Coll Sci, 46 Xinhua Rd, Tangshan 063009, Hebei, Peoples R China
  • [ 5 ] [Zheng, Shiqiu]North China Univ Sci & Technol, Coll Sci, 46 Xinhua Rd, Tangshan 063009, Hebei, Peoples R China
  • [ 6 ] [Liu, Zhiyou]North China Univ Sci & Technol, Affiliated Hosp, 46 Xinhua Rd, Tangshan 063009, Hebei, Peoples R China

Reprint Author's Address:

  • 李寿梅

    [Li, Shoumei]Beijing Univ Technol, Coll Appl Sci, 100 Pingleyuan, Beijing 100124, Peoples R China

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Source :

ADVANCES IN DIFFERENCE EQUATIONS

ISSN: 1687-1847

Year: 2016

4 . 1 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:71

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 3

SCOPUS Cited Count: 3

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 8

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