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h-stability in pth moment of neutral pantograph stochastic differential equations with Markovian switching driven by Lévy noise

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  • Caraballo, Tomás
  • Belfeki, Mohsen
  • Mchiri, Lassaad
  • Rhaima, Mohamed

Abstract

In this paper we investigate the h-stability in pth moment of neutral pantograph stochastic differential equations with Markovian switching driven by Lévy noise. The main tool used to prove the results is the Lyapunov method. We analyze two illustrative examples to show the interest and usefulness of the main results.

Suggested Citation

  • Caraballo, Tomás & Belfeki, Mohsen & Mchiri, Lassaad & Rhaima, Mohamed, 2021. "h-stability in pth moment of neutral pantograph stochastic differential equations with Markovian switching driven by Lévy noise," Chaos, Solitons & Fractals, Elsevier, vol. 151(C).
    • Handle: RePEc:eee:chsofr:v:151:y:2021:i:c:s0960077921006032
    DOI: 10.1016/j.chaos.2021.111249
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    References listed on IDEAS

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    1. Wan, Fangzhe & Hu, Po & Chen, Huabin, 2020. "Stability analysis of neutral stochastic differential delay equations driven by Lévy noises," Applied Mathematics and Computation, Elsevier, vol. 375(C).
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    Cited by:

    1. Li, Zhi & Long, Qinyi & Xu, Liping & Wen, Xueqi, 2022. "h-stability for stochastic Volterra–Levin equations," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
    2. Xiao, Hanni & Zhu, Quanxin & Karimi, Hamid Reza, 2022. "Stability analysis of semi-Markov switching stochastic mode-dependent delay systems with unstable subsystems," Chaos, Solitons & Fractals, Elsevier, vol. 165(P2).

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