On Time-Varying Delayed Stochastic Differential Systems with Non-Markovian Switching Parameters

2024/01/27 by Xinyu Wu, Zidong Wang, Wu, Xinyu +3
Computer Science · Mathematics · #Differential Equations and Numerical Methods #Dynamical Systems (math.DS) #FOS: Mathematics #Mathematical Control Systems and Analysis #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.2401.15252

openalex publication_date 2024/01/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

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