Stability of hybrid pantograph stochastic functional differential equations

Hao Wu; Junhao Hu; Chenggui Yuan

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arXiv · 2105.05073

Stability of hybrid pantograph stochastic functional differential equations

Hao Wu·Junhao Hu·Chenggui Yuan

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Abstract

In this paper, we study a new type of stochastic functional differential equations which is called hybrid pantograph stochastic functional differential equations. We investigate several moment properties and sample properties of the solutions to the equations by using the method of multiple Lyapunov functions, such as the moment exponential stability, almost sure exponential stability and almost sure polynomial stability, etc.

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Hao Wu, Junhao Hu, Chenggui Yuan. 2021-05-11. Stability of hybrid pantograph stochastic functional differential equations. https://arxiv.org/abs/2105.05073

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