On Time-Varying Delayed Stochastic Differential Systems with Non-Markovian Switching Parameters
Dynamical Systems
2024-01-30 v1
Abstract
This paper focuses on time-varying delayed stochastic differential systems with stochastically switching parameters formulated by a unified switching behavior combining a discrete adapted process and a Cox process. Unlike prior studies limited to stationary and ergodic switching scenarios, our research emphasizes non-Markovian, non-stationary, and non-ergodic cases. It arrives at more general results regarding stability analysis with a more rigorous methodology. The theoretical results are validated through numerical examples.
Cite
@article{arxiv.2401.15252,
title = {On Time-Varying Delayed Stochastic Differential Systems with Non-Markovian Switching Parameters},
author = {Xinyu Wu and Zidong Wang and Wenlian Lu},
journal= {arXiv preprint arXiv:2401.15252},
year = {2024}
}