Partial asymptotic stability of neutral pantograph stochastic differential equations with Markovian switching

Lassaad Mchiri1, Tomás Caraballo2, Mohamed Rhaima3,1
1Department of Statistics and Operation Research, College of Sciences, King Saud University, Riyadh, Kingdom of Saudi Arabia
2Dpto. Ecuaciones Diferenciales y Análisis Numérico, Facultad de Matemáticas, Universidad de Sevilla, Sevilla, Spain
3Department of Mathematics, Faculty of Sciences of Tunis, University of Tunis El Manar, Tunis, Tunisia

Tóm tắt

Abstract

In this paper, we investigate the partial asymptotic stability (PAS) of neutral pantograph stochastic differential equations with Markovian switching (NPSDEwMSs). The main tools used to show the results are the Lyapunov method and the stochastic calculus techniques. We discuss a numerical example to illustrate our main results.

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