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Aziz Zouine, Chafai Imzegouan, Hassane Bouzahir, Cemil Tunç, General decay stability of nonlinear delayed hybrid stochastic system with switched noises

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DOI: 10.23952/asvao.6.2024.2.03
Volume 6, Issue 2, 1 August 2024, Pages 157-177

 

Abstract. Hybrid stochastic differential equations (HSDEs) have wide range of real-world applications. In this paper, we study a new kind of nonlinear delayed neutral stochastic differential equations with Markovian switched noises (NHSDE-MSN). Under the assumption that this type of equations satisfies the locally Lipschitz condition and general condition of monotonicity, the existence and uniqueness of global solutions are established. Then, based on the Lyapunov function, M-matrix theory, stochastic analysis techniques, and Barbalat lemma, taking into account the delay as a bounded function, different decay stabilities of solutions are investigated. Finally, a numerical example is given to illustrate the utility of the main results.

 
How to Cite this Article:
A. Zouine, C. Imzegouan, H. Bouzahir, C. Tunç, General decay stability of nonlinear delayed hybrid stochastic system with switched noises, Appl. Set-Valued Anal. Optim. 6 (2024), 157-177.