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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Hlavní autoři:	Zhang Xiaozhi, Zhu Zhangsheng, Yuan Chenggui
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	De Gruyter 2021-07-01
Edice:	Open Mathematics
Témata:	asymptotic stability time-changed stochastic delay differential equations time-changed brownian motions markovian switching 60h10 34d20
On-line přístup:	https://doi.org/10.1515/math-2021-0054
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