On Time-Varying Delayed Stochastic Differential Systems with Non-Markovian Switching Parameters
Fuente:
arXiv
Salvato in:
| Autori principali: | , , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2024
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866916108357861376 |
|---|---|
| author | Wu, Xinyu Wang, Zidong Lu, Wenlian |
| author_facet | Wu, Xinyu Wang, Zidong Lu, Wenlian |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2401_15252 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On Time-Varying Delayed Stochastic Differential Systems with Non-Markovian Switching Parameters Wu, Xinyu Wang, Zidong Lu, Wenlian Dynamical Systems 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. |
| title | On Time-Varying Delayed Stochastic Differential Systems with Non-Markovian Switching Parameters |
| topic | Dynamical Systems |
| url | https://arxiv.org/abs/2401.15252 |