LaSalle-type theorems for stochastic functional differential equations with Markovian switching

LaSalle-type theorems for stochastic functional differential equations with Markovian switching
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具有马尔可夫切换的随机泛函微分方程的拉萨尔型定理

DOI:
10.1080/07362994.2021.1893188
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发表时间:
2021-03
影响因子:
1.3
通讯作者:
Caibin Zeng
Caibin Zeng
中科院分区:
数学4区
文献类型:
--
作者:
Guangjie Li;Caibin Zeng

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摘要本文在较弱的条件下建立了马尔可夫切换随机泛函微分方程的LaSalle型定理。我们要强调的是,我们不要求解满足线性增长条件和有界矩条件。事实上,我们允许李雅普诺夫函数算子可以依赖于时间,以涵盖更广泛的SFDEwMS类。作为奖励,我们获得了SFDEwMS的渐进稳定性和渐进有界性的准则。为了比较和验证,我们还提出了一个具体的例子,更一般的系数。
Abstract In this article, we establish the LaSalle-type theorem for stochastic functional differential equations with Markovian switching (SFDEwMSs) under much weaken conditions. We would like to emphasize that we do not require the linear growth condition and the bounded moment condition on the solutions. Indeed, we allow the Lyapunov function operator could be dependent of time to cover a much wider class of SFDEwMSs. As a bonus, we obtain the criterion on the asymptotical stability and asymptotical boundedness for SFDEwMSs. For comparison and verification, we also present a specific example with much general coefficients.
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