IDEAS home Printed from https://ideas.repec.org/a/hin/jnlmpe/7814974.html
   My bibliography  Save this article

A New Stability Criterion for Neutral Stochastic Delay Differential Equations with Markovian Switching

Author

Listed:
  • Wei Hu

Abstract

In this short paper, a new stability theorem for neutral stochastic delay differential equations with Markovian switching is investigated by applying stochastic analysis technique and Razumikhin stability approach. A novel criterion of the th moment exponential stability is derived for the related systems. The feature of the criterion shows that the estimated upper bound for the diffusion operator of Lyapunov function is allowed to be indefinite, even if to be unbounded, which can loosen the constraints of the existing results. Last, an example is provided to illustrate the usefulness and significance of the theoretical results.

Suggested Citation

  • Wei Hu, 2018. "A New Stability Criterion for Neutral Stochastic Delay Differential Equations with Markovian Switching," Mathematical Problems in Engineering, Hindawi, vol. 2018, pages 1-8, October.
    • Handle: RePEc:hin:jnlmpe:7814974
    DOI: 10.1155/2018/7814974
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/MPE/2018/7814974.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/MPE/2018/7814974.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2018/7814974?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

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


    Cited by:

    1. Liu, Zhiguang & Zhu, Quanxin, 2023. "Ultimate boundedness of impulsive stochastic delay differential equations with delayed impulses," Statistics & Probability Letters, Elsevier, vol. 199(C).
    2. 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).
    3. Lu, Boliang & Zhu, Quanxin, 2024. "Stability of switched neutral stochastic functional systems with different structures under high nonlinearity," Applied Mathematics and Computation, Elsevier, vol. 475(C).
    4. He, Danhua & Xu, Liguang, 2022. "Boundedness analysis of stochastic delay differential equations with Lévy noise," Applied Mathematics and Computation, Elsevier, vol. 421(C).
    5. Zhou, Baoquan & Han, Bingtao & Jiang, Daqing, 2021. "Ergodic property, extinction and density function of a stochastic SIR epidemic model with nonlinear incidence and general stochastic perturbations," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
    6. Yunfeng Li & Pei Cheng & Zheng Wu, 2022. "Exponential Stability of Impulsive Neutral Stochastic Functional Differential Equations," Mathematics, MDPI, vol. 10(21), pages 1-17, November.
    7. Fawaz E. Alsaadi & Lichao Feng & Madini O. Alassafi & Reem M. Alotaibi & Adil M. Ahmad & Jinde Cao, 2022. "Stochastic Robustness of Delayed Discrete Noises for Delay Differential Equations," Mathematics, MDPI, vol. 10(5), pages 1-14, February.

    More about this item

    Statistics

    Access and download statistics

    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:hin:jnlmpe:7814974. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.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.