A note on stability of hybrid stochastic differential equations

作者：

Highlights：

• The method is different from those usual methods used in previous literature.

• Some harsh restrictions imposed on diffusion operators have been removed.

• The differentiability of delays has been removed.

• We studied the robustness of exponential stability respect to delays.

摘要

•The method is different from those usual methods used in previous literature.•Some harsh restrictions imposed on diffusion operators have been removed.•The differentiability of delays has been removed.•We studied the robustness of exponential stability respect to delays.

论文关键词：Stochastic differential equation,Markovian switching,Moment stability

论文评审过程：Received 2 December 2015, Revised 1 September 2016, Accepted 28 November 2016, Available online 11 December 2016, Version of Record 11 December 2016.

论文官网地址：https://doi.org/10.1016/j.amc.2016.11.034