{"title":"Stability and rate of decay for solutions to stochastic differential equations with Markov switching","authors":"Shuaishuai Lu, Xue Yang","doi":"10.58997/ejde.2024.01","DOIUrl":null,"url":null,"abstract":"In this article, we present the almost sure asymptotic stability and a general rate of decay for solutions to stochastic differential equations (SDEs) with Markov switching. By establishing a suitable Lyapunov function and using an exponential Martingale inequality and the Borel-Cantelli theorem, we give sufficient conditions for the asymptotic stability. Also, we obtain sufficient conditions for the construction of two kinds of Lyapunov functions. Finally give two examples to illustrate the validity of our results.\nFor more information see https://ejde.math.txstate.edu/Volumes/2024/01/abstr.html","PeriodicalId":49213,"journal":{"name":"Electronic Journal of Differential Equations","volume":"128 42","pages":""},"PeriodicalIF":0.8000,"publicationDate":"2024-01-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Electronic Journal of Differential Equations","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.58997/ejde.2024.01","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 1
Abstract
In this article, we present the almost sure asymptotic stability and a general rate of decay for solutions to stochastic differential equations (SDEs) with Markov switching. By establishing a suitable Lyapunov function and using an exponential Martingale inequality and the Borel-Cantelli theorem, we give sufficient conditions for the asymptotic stability. Also, we obtain sufficient conditions for the construction of two kinds of Lyapunov functions. Finally give two examples to illustrate the validity of our results.
For more information see https://ejde.math.txstate.edu/Volumes/2024/01/abstr.html
期刊介绍：
All topics on differential equations and their applications (ODEs, PDEs, integral equations, delay equations, functional differential equations, etc.) will be considered for publication in Electronic Journal of Differential Equations.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
