On contraction of functional differential equations with Markovian switching

被引：0

作者：

Tran, Ky Quan ^{[1
]}

Ngoc, Pham Huu Anh ^{[2
]}

机构：

[1] State Univ New York, Dept Appl Math & Stat, Korea Campus,Songdo Moonhwa Ro 119-2, Incheon 21985, South Korea

[2] Vietnam Natl Univ Ho Chi Minh City, Int Univ, Dept Math, Ho Chi Minh City, Vietnam

来源：

SYSTEMS & CONTROL LETTERS | 2024年 / 183卷

关键词：

Exponential contraction in mean square; Functional differential equations; Markovian switching; EXTREME STABILITY; SYSTEMS;

D O I：

10.1016/j.sysconle.2023.105675

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

General functional differential equations with Markovian switching are considered. Exponential contraction in mean square of such equations is investigated. By a novel approach, explicit criteria for the exponential contraction in mean square are derived. An illustrative example is given.

引用

页数：7

共 50 条

[31] SMOOTHNESS OF DENSITY FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH MARKOVIAN SWITCHING
Hu, Yaozhong
Nualart, David
Sun, Xiaobin
Xie, Yingchao
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2019, 24 (08): : 3615 - 3631
[32] Stabilization of a class of stochastic differential equations with Markovian switching
Yuan, CG
Lygeros, J
SYSTEMS & CONTROL LETTERS, 2005, 54 (09) : 819 - 833
[33] Stability of impulsive stochastic differential equations with Markovian switching
Xu, Yan
He, Zhimin
APPLIED MATHEMATICS LETTERS, 2014, 35 : 35 - 40
[34] Neutral stochastic differential delay equations with Markovian switching
Kolmanovskii, V
Koroleva, N
Maizenberg, T
Mao, X
Matasov, A
STOCHASTIC ANALYSIS AND APPLICATIONS, 2003, 21 (04) : 819 - 847
[35] Stochastic Differential Equations with Multi-Markovian Switching
Liu, Meng
Wang, Ke
JOURNAL OF APPLIED MATHEMATICS, 2013,
[36] pth-moment stability of stochastic functional differential equations with Markovian switching and impulsive control
Li, Zhao
ADVANCES IN CONTINUOUS AND DISCRETE MODELS, 2023, 2023 (01):
[37] Some New Criteria on pth Moment Stability of Stochastic Functional Differential Equations With Markovian Switching
Peng, Shiguo
Zhang, Yun
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2010, 55 (12) : 2886 - 2890
[38] Asymptotic behaviour analysis of stochastic functional differential equations with semi-Markovian switching signal
Liu, Jiamin
Li, Zhao-Yan
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2023, 54 (01) : 42 - 58
[39] pth-moment stability of stochastic functional differential equations with Markovian switching and impulsive control
Zhao Li
Advances in Continuous and Discrete Models, 2023
[40] Stability of complex-valued impulsive stochastic functional differential equations on networks with Markovian switching
Wang, Pengfei
Zou, Wenqing
Su, Huan
APPLIED MATHEMATICS AND COMPUTATION, 2019, 348 : 338 - 354

← 1 2 3 4 5 →