pth moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching

2018 ◽  
Vol 49 (6) ◽  
pp. 1164-1177 ◽  
Author(s):  
Guosheng Yu ◽  
Wenquan Yang ◽  
Lu Xu ◽  
Huabin Chen ◽  
Yang Zhao
Keyword(s):  
Differential Equations ◽  
Exponential Stability ◽  
Functional Differential Equations ◽  
Markovian Switching ◽  
Stochastic Functional Differential Equations ◽  
Almost Sure Exponential Stability ◽  
Functional Differential ◽  
Stochastic Functional

scholarly journals Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching

2019 ◽  
Vol 17 (1) ◽  
pp. 689-699 ◽  
Author(s):  
Xiaozhi Zhang ◽  
Chenggui Yuan
Keyword(s):  
Differential Equations ◽  
Exponential Stability ◽  
Type Theorem ◽  
Functional Differential Equations ◽  
Markovian Switching ◽  
Stochastic Functional Differential Equations ◽  
Razumikhin Theorem ◽  
Functional Differential ◽  
Stability Results ◽  
Stochastic Functional

Abstract This work is mainly concerned with the exponential stability of time-changed stochastic functional differential equations with Markovian switching. By expanding the time-changed Itô formula and the Razumikhin theorem, we obtain the exponential stability results for the time-changed stochastic functional differential equations with Markovian switching. What’s more, we get many useful stability results by applying our new results to several important types of functional differential equations. Finally, an example is given to demonstrate the effectiveness of the main results.

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