Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise
Author(s) -
Tian Zhang,
Chuanhou Gao
Publication year - 2021
Publication title -
discrete and continuous dynamical systems - b
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.864
H-Index - 53
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2021204
Subject(s) - mathematics , exponential stability , stochastic differential equation , nonlinear system , mathematical analysis , physics , quantum mechanics
This paper focuses on the \begin{document}$ p $\end{document} th moment and almost sure stability with general decay rate (including exponential decay, polynomial decay, and logarithmic decay) of highly nonlinear hybrid neutral stochastic pantograph differential equations driven by L \begin{document}$ \acute{e} $\end{document} vy noise (NSPDEs-LN). The crucial techniques used are the Lyapunov functions and the nonnegative semi-martingale convergence theorem. Simultaneously, the diffusion operators are permitted to be controlled by several additional functions with time-varying coefficients, which can be applied to a broad class of the non-autonomous hybrid NSPDEs-LN with highly nonlinear coefficients. Besides, \begin{document}$ H_\infty $\end{document} stability and the almost sure asymptotic stability are also concerned. Finally, two examples are offered to illustrate the validity of the obtained theory.
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