Advances in nonlinear hybrid stochastic differential delay equations: Existence, boundedness and stability. (January 2023)

• Record Type: Journal Article
• Authors: Hu, Junhao; Mao, Wei; Mao, Xuerong
• Is Part Of: Automatica. Volume 147(2023)
• Publication Date: 2023-01
• Subjects: Stochastic differential delay equations -- Non-differentiable time delay functions -- Hasminskii-type theorems -- Boundedness -- Stability; Automatic control -- Periodicals; Automation -- Periodicals; 629.805
• DOI: 10.1016/j.automatica.2022.110682
• Languages: English
• ISSNs: 0005-1098

Abstract

Abstract: This paper is concerned with a class of highly nonlinear hybrid stochastic differential delay equations (SDDEs). Different from the most existing papers, the time delay functions in the SDDEs are no longer required to be differentiable, not to mention their derivatives are less than 1. The generalized Hasminskii-type theorems are established for the existence and uniqueness of the global solutions. Comparing with the existing results, we show our new theorems are much more general and can be applied to a much wider class of highly nonlinear SDDEs. Further sufficient conditions are also obtained for the asymptotic boundedness and stability.