Moment Boundedness of Solutions to Nonlinear Stochastic Delay Differential Equations with Markovian Switching and Poisson Jumps

2021 ◽  
Vol 10 (10) ◽  
pp. 3421-3426
Author(s):  
宇璇 林
Keyword(s):  
Differential Equations ◽  
Delay Differential Equations ◽  
Markovian Switching ◽  
Stochastic Delay Differential Equations ◽  
Boundedness Of Solutions ◽  
Poisson Jumps ◽  
Stochastic Delay ◽  
Moment Boundedness ◽  
Delay Differential

scholarly journals Stability analysis of stochastic delay differential equations with Markovian switching driven by L${\acute{e}}$vy noise

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Yanqiang Chang ◽  
Huabin Chen
Keyword(s):  
Stability Analysis ◽  
Differential Equations ◽  
Exponential Stability ◽  
Delay Differential Equations ◽  
Existence And Uniqueness ◽  
Markovian Switching ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Almost Surely Exponential Stability ◽  
Delay Differential

<p style='text-indent:20px;'>In this paper, the existence and uniquenesss, stability analysis for stochastic delay differential equations with Markovian switching driven by L<inline-formula><tex-math id="M1">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise are studied. The existence and uniqueness of such equations is simply shown by using the Picard iterative methodology. By using the generalized integral, the Lyapunov-Krasovskii function and the theory of stochastic analysis, the exponential stability in <inline-formula><tex-math id="M2">\begin{document}$ p $\end{document}</tex-math></inline-formula>th(<inline-formula><tex-math id="M3">\begin{document}$ p\geq2 $\end{document}</tex-math></inline-formula>) for stochastic delay differential equations with Markovian switching driven by L<inline-formula><tex-math id="M4">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise is firstly investigated. The almost surely exponential stability is also applied. Finally, an example is provided to verify our results derived.</p>

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