Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching

Abstract

The aim of this work is to study the asymptotic stability of the time-changed stochastic delay differential equations (SDDEs) with Markovian switching. Some sufficient conditions for the asymptotic stability of solutions to the time-changed SDDEs are presented. In contrast to the asymptotic stability in existing articles, we present the new results on the stability of solutions to time-changed SDDEs, which is driven by time-changed Brownian motion. Finally, an example is given to demonstrate the effectiveness of the main results.

Keywords

• asymptotic stability
• time-changed stochastic delay differential equations
• time-changed brownian motions
• markovian switching
• 60h10
• 34d20