IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v10y2022i17p3048-d896526.html
   My bibliography  Save this article

Razumikhin Theorems on Polynomial Stability of Neutral Stochastic Pantograph Differential Equations with Markovian Switching

Author

Listed:
  • Zihan Zou

    (School of Information and Mathematics, Yangtze University, Jingzhou 434023, China)

  • Yinfang Song

    (School of Information and Mathematics, Yangtze University, Jingzhou 434023, China)

  • Chi Zhao

    (School of Information and Mathematics, Yangtze University, Jingzhou 434023, China)

Abstract

This paper investigates the polynomial stability of neutral stochastic pantograph differential equations with Markovian switching (NSPDEsMS). Firstly, under the local Lipschitz condition and a more general nonlinear growth condition, the existence and uniqueness of the global solution to the addressed NSPDEsMS is considered. Secondly, by adopting the Razumikhin approach, one new criterion on the q th moment polynomial stability of NSPDEsMS is established. Moreover, combining with the Chebyshev inequality and the Borel–Cantelli lemma, the almost sure polynomial stability of NSPDEsMS is examined. The results derived in this paper generalize the previous relevant ones. Finally, two examples are provided to illustrate the effectiveness of the theoretical work.

Suggested Citation

  • Zihan Zou & Yinfang Song & Chi Zhao, 2022. "Razumikhin Theorems on Polynomial Stability of Neutral Stochastic Pantograph Differential Equations with Markovian Switching," Mathematics, MDPI, vol. 10(17), pages 1-15, August.
  • Handle: RePEc:gam:jmathe:v:10:y:2022:i:17:p:3048-:d:896526
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/10/17/3048/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2227-7390/10/17/3048/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Mao, Xuerong, 1992. "Polynomial stability for perturbed stochastic differential equations with respect to semimartingales," Stochastic Processes and their Applications, Elsevier, vol. 41(1), pages 101-116, May.
    2. Qi Wang & Huabin Chen & Chenggui Yuan, 2022. "A Note on Exponential Stability for Numerical Solution of Neutral Stochastic Functional Differential Equations," Mathematics, MDPI, vol. 10(6), pages 1-11, March.
    3. Mao, Xuerong, 1996. "Razumikhin-type theorems on exponential stability of stochastic functional differential equations," Stochastic Processes and their Applications, Elsevier, vol. 65(2), pages 233-250, December.
    4. Wang, Junlan & Wang, Xin & Wang, Yantao & Zhang, Xian, 2021. "Non-reduced order method to global h-stability criteria for proportional delay high-order inertial neural networks," Applied Mathematics and Computation, Elsevier, vol. 407(C).
    5. Eftekhari, Tahereh & Rashidinia, Jalil, 2022. "A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise," Applied Mathematics and Computation, Elsevier, vol. 429(C).
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Natalya O. Sedova & Olga V. Druzhinina, 2023. "Exponential Stability of Nonlinear Time-Varying Delay Differential Equations via Lyapunov–Razumikhin Technique," Mathematics, MDPI, vol. 11(4), pages 1-15, February.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zhou, Jianping & Park, Ju H. & Ma, Qian, 2016. "Non-fragile observer-based H∞ control for stochastic time-delay systems," Applied Mathematics and Computation, Elsevier, vol. 291(C), pages 69-83.
    2. Chang, Shuang & Wang, Yantao & Zhang, Xian & Wang, Xin, 2023. "A new method to study global exponential stability of inertial neural networks with multiple time-varying transmission delays," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 211(C), pages 329-340.
    3. Peng, Dongxue & Li, Xiaodi & Rakkiyappan, R. & Ding, Yanhui, 2021. "Stabilization of stochastic delayed systems: Event-triggered impulsive control," Applied Mathematics and Computation, Elsevier, vol. 401(C).
    4. Appleby, John A. D. & Reynolds, David W., 2003. "Non-exponential stability of scalar stochastic Volterra equations," Statistics & Probability Letters, Elsevier, vol. 62(4), pages 335-343, May.
    5. Kao, Yonggui & Zhu, Quanxin & Qi, Wenhai, 2015. "Exponential stability and instability of impulsive stochastic functional differential equations with Markovian switching," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 795-804.
    6. Qi Wang & Huabin Chen & Chenggui Yuan, 2022. "A Note on Exponential Stability for Numerical Solution of Neutral Stochastic Functional Differential Equations," Mathematics, MDPI, vol. 10(6), pages 1-11, March.
    7. Li, Dingshi & Lin, Yusen, 2021. "Periodic measures of impulsive stochastic differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 148(C).
    8. Meng, Xianhe & Zhang, Xian & Wang, Yantao, 2023. "Bounded real lemmas and exponential H∞ control for memristor-based neural networks with unbounded time-varying delays," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 210(C), pages 66-81.
    9. Lijun Pan & Jinde Cao & Yong Ren, 2020. "Impulsive Stability of Stochastic Functional Differential Systems Driven by G-Brownian Motion," Mathematics, MDPI, vol. 8(2), pages 1-16, February.
    10. Natalya O. Sedova & Olga V. Druzhinina, 2023. "Exponential Stability of Nonlinear Time-Varying Delay Differential Equations via Lyapunov–Razumikhin Technique," Mathematics, MDPI, vol. 11(4), pages 1-15, February.
    11. Udom, Akaninyene Udo, 2012. "Exponential stabilization of stochastic interval system with time dependent parameters," European Journal of Operational Research, Elsevier, vol. 222(3), pages 523-528.
    12. Tahereh Eftekhari & Jalil Rashidinia, 2023. "An Investigation on Existence, Uniqueness, and Approximate Solutions for Two-Dimensional Nonlinear Fractional Integro-Differential Equations," Mathematics, MDPI, vol. 11(4), pages 1-29, February.
    13. Mao, Wei & Hu, Liangjian & Mao, Xuerong, 2015. "The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 883-896.
    14. Lifu Wang & Bo Shen, 2023. "On the Parallelization Upper Bound for Asynchronous Stochastic Gradients Descent in Non-convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 196(3), pages 900-935, March.
    15. Cheng, Pei & Deng, Feiqi, 2010. "Global exponential stability of impulsive stochastic functional differential systems," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1854-1862, December.
    16. Peng, Shiguo & Jia, Baoguo, 2010. "Some criteria on pth moment stability of impulsive stochastic functional differential equations," Statistics & Probability Letters, Elsevier, vol. 80(13-14), pages 1085-1092, July.
    17. Zhang, Zhongjie & Yu, Tingting & Zhang, Xian, 2022. "Algebra criteria for global exponential stability of multiple time-varying delay Cohen–Grossberg neural networks," Applied Mathematics and Computation, Elsevier, vol. 435(C).
    18. Mao, Wei & Zhu, Quanxin & Mao, Xuerong, 2015. "Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps," Applied Mathematics and Computation, Elsevier, vol. 254(C), pages 252-265.
    19. Chen, Yonghui & Xue, Yu & Yang, Xiaona & Zhang, Xian, 2023. "A direct analysis method to Lagrangian global exponential stability for quaternion memristive neural networks with mixed delays," Applied Mathematics and Computation, Elsevier, vol. 439(C).
    20. Shu, Huisheng & Wei, Guoliang, 2005. "H∞ analysis of nonlinear stochastic time-delay systems," Chaos, Solitons & Fractals, Elsevier, vol. 26(2), pages 637-647.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:10:y:2022:i:17:p:3048-:d:896526. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.