Stability of hybrid stochastic delay systems whose discrete components have a large state space: A two-time-scale approach

作者：Yuan Chenggui; Yin G^*

来源：Journal of Mathematical Analysis and Applications, 2010, 368(1): 103-119.

DOI：10.1016/j.jmaa.2010.02.053

• Hybrid delay system
• Two-time scale
• Large-scale Markov chain
• Exponential stability
• Stability in distribution

This work is concerned with stability of stochastic differential delay equations with Markovian switching, where the modulating Markov chain has a large state space and is subject to both fast and slow movements. Under simple conditions, we demonstrate that if the limit systems are pth-moment exponentially stable, then the original systems are pth-moment exponentially stable in an appropriate sense. In addition, the exponential stability is also investigated. Moreover, stability in distribution is obtained for such hybrid systems.

• 出版日期2010-8-1