Exponential Stability of Neutral Stochastic Functional Differential Equations with Two-Time-Scale Markovian Switching
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-15, 15 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-03-16
Country of Publication
Egypt
No. of Pages
15
Main Subjects
Abstract EN
We develop exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching modeled by a continuous-time Markov chain which has a large state space.
To overcome the computational effort and the complexity, we split the large-scale system into several classes and lump the states in each class into one class by the different states of changes of the subsystems; then, we give a limit system to effectively “replace” the large-scale system.
Under suitable conditions, using the stability of the limit system as a bridge, the desired asymptotic properties of the large-scale system with Brownian motion and Poisson jump are obtained by utilizing perturbed Lyapunov function methods and Razumikhin-type criteria.
Two examples are provided to demonstrate our results.
American Psychological Association (APA)
Hu, Junhao& Xu, Zhiying. 2014. Exponential Stability of Neutral Stochastic Functional Differential Equations with Two-Time-Scale Markovian Switching. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-15.
https://search.emarefa.net/detail/BIM-507180
Modern Language Association (MLA)
Hu, Junhao& Xu, Zhiying. Exponential Stability of Neutral Stochastic Functional Differential Equations with Two-Time-Scale Markovian Switching. Mathematical Problems in Engineering No. 2014 (2014), pp.1-15.
https://search.emarefa.net/detail/BIM-507180
American Medical Association (AMA)
Hu, Junhao& Xu, Zhiying. Exponential Stability of Neutral Stochastic Functional Differential Equations with Two-Time-Scale Markovian Switching. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-15.
https://search.emarefa.net/detail/BIM-507180
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-507180