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:	Zhang Xiaozhi, Zhu Zhangsheng, Yuan Chenggui
Formato:	article
Lenguaje:	EN
Publicado:	De Gruyter 2021
Materias:	asymptotic stability time-changed stochastic delay differential equations time-changed brownian motions markovian switching 60h10 34d20 Mathematics QA1-939
Acceso en línea:	https://doaj.org/article/14d08b6dc7e647cd9ed306b2a2bbd9bb
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spelling	oai:doaj.org-article:14d08b6dc7e647cd9ed306b2a2bbd9bb2021-12-05T14:10:53ZAsymptotic stability of the time-changed stochastic delay differential equations with Markovian switching2391-545510.1515/math-2021-0054https://doaj.org/article/14d08b6dc7e647cd9ed306b2a2bbd9bb2021-07-01T00:00:00Zhttps://doi.org/10.1515/math-2021-0054https://doaj.org/toc/2391-5455The 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.Zhang XiaozhiZhu ZhangshengYuan ChengguiDe Gruyterarticleasymptotic stabilitytime-changed stochastic delay differential equationstime-changed brownian motionsmarkovian switching60h1034d20MathematicsQA1-939ENOpen Mathematics, Vol 19, Iss 1, Pp 614-628 (2021)
institution	DOAJ
collection	DOAJ
language	EN
topic	asymptotic stability time-changed stochastic delay differential equations time-changed brownian motions markovian switching 60h10 34d20 Mathematics QA1-939
spellingShingle	asymptotic stability time-changed stochastic delay differential equations time-changed brownian motions markovian switching 60h10 34d20 Mathematics QA1-939 Zhang Xiaozhi Zhu Zhangsheng Yuan Chenggui Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching
description	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.
format	article
author	Zhang Xiaozhi Zhu Zhangsheng Yuan Chenggui
author_facet	Zhang Xiaozhi Zhu Zhangsheng Yuan Chenggui
author_sort	Zhang Xiaozhi
title	Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching
title_short	Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching
title_full	Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching
title_fullStr	Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching
title_full_unstemmed	Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching
title_sort	asymptotic stability of the time-changed stochastic delay differential equations with markovian switching
publisher	De Gruyter
publishDate	2021
url	https://doaj.org/article/14d08b6dc7e647cd9ed306b2a2bbd9bb
work_keys_str_mv	AT zhangxiaozhi asymptoticstabilityofthetimechangedstochasticdelaydifferentialequationswithmarkovianswitching AT zhuzhangsheng asymptoticstabilityofthetimechangedstochasticdelaydifferentialequationswithmarkovianswitching AT yuanchenggui asymptoticstabilityofthetimechangedstochasticdelaydifferentialequationswithmarkovianswitching
_version_	1718371585469972480

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

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