Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching
Keyword(s):
Abstract This work is mainly concerned with the exponential stability of time-changed stochastic functional differential equations with Markovian switching. By expanding the time-changed Itô formula and the Razumikhin theorem, we obtain the exponential stability results for the time-changed stochastic functional differential equations with Markovian switching. What’s more, we get many useful stability results by applying our new results to several important types of functional differential equations. Finally, an example is given to demonstrate the effectiveness of the main results.
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