Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching
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 stabilit...
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| Autores principales: | , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
De Gruyter
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/14d08b6dc7e647cd9ed306b2a2bbd9bb |
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| Sumario: | 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. |
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