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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Detalhes bibliográficos

Principais autores:	Zhang Xiaozhi, Zhu Zhangsheng, Yuan Chenggui
Formato:	Artigo
Idioma:	Inglês
Publicado em:	De Gruyter 2021-07-01
coleção:	Open Mathematics
Assuntos:	asymptotic stability time-changed stochastic delay differential equations time-changed brownian motions markovian switching 60h10 34d20
Acesso em linha:	https://doi.org/10.1515/math-2021-0054
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