Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise. (English) Zbl 1533.93318
Summary: This paper focuses on the existence and uniqueness, the \(p\)th moment and almost sure stability with a general decay rate and the practical stability with general decay rate of a class of hybrid neutral stochastic functional differential equations driven by Lévy noise. Our crucial techniques include Lyapunov functions and the nonnegative semi-martingale convergence theorem. The conditions on the diffusion operator and neutral term are weaker than those in the related existing works. Examples are given to show the effectiveness of the obtained results.
MSC:
| 93C23 | Control/observation systems governed by functional-differential equations |
| 93E03 | Stochastic systems in control theory (general) |
| 34K40 | Neutral functional-differential equations |
| 34K50 | Stochastic functional-differential equations |
| 60G51 | Processes with independent increments; Lévy processes |
| 93C43 | Delay control/observation systems |
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