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Asymptotic behavior analysis of Markovian switching neutral-type stochastic time-delay systems

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  • Liu, Jiamin
  • Li, Zhao-Yan
  • Deng, Feiqi

Abstract

A new integral inequality method is put forward to analyze the general decay stability for Markovian switching neutral stochastic functional differential systems. At first, in order to get around the dynamic analyses difficulty induced by the coinstantaneous presence of neutral term, Markovian switching and Brownian motion noise, an new integral inequality as a powerful tool is gained. Then, based on the integral inequality, general decay stability in the sense of pth(p>0) moment and the almost sure can be taken out by utilizing the nonnegative semimartingale convergence theorem and Lyapunov stability theory. The obtained results can be especially applied to two special types of neutral stochastic differential systems that have been studied in the literature. Finally, an example has been performed to verify the obtained analytical results.

Suggested Citation

  • Liu, Jiamin & Li, Zhao-Yan & Deng, Feiqi, 2021. "Asymptotic behavior analysis of Markovian switching neutral-type stochastic time-delay systems," Applied Mathematics and Computation, Elsevier, vol. 404(C).
    • Handle: RePEc:eee:apmaco:v:404:y:2021:i:c:s0096300321002952
    DOI: 10.1016/j.amc.2021.126205
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    References listed on IDEAS

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    1. Feng, Lichao & Liu, Qiumei & Cao, Jinde & Zhang, Chunyan & Alsaadi, Fawaz, 2022. "Stabilization in general decay rate of discrete feedback control for non-autonomous Markov jump stochastic systems," Applied Mathematics and Computation, Elsevier, vol. 417(C).

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