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Bibliographic Details
Main Authors: Wu, Xinyu, Wang, Zidong, Lu, Wenlian
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2401.15252
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Table of 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.