AUTHOR=Pei Wenyi , Zhang Zhenzhong 

TITLE=Stability of Hybrid SDEs Driven by fBm

JOURNAL=Frontiers in Physics

VOLUME=9

YEAR=2021

URL=https://www.frontiersin.org/journals/physics/articles/10.3389/fphy.2021.783434

DOI=10.3389/fphy.2021.783434

ISSN=2296-424X

ABSTRACT=<p>In this paper, the exponential stability of stochastic differential equations driven by multiplicative fractional Brownian motion (fBm) with Markovian switching is investigated. The quasi-linear cases with the Hurst parameter <italic>H</italic> ∈ (1/2, 1) and linear cases with <italic>H</italic> ∈ (0, 1/2) and <italic>H</italic> ∈ (1/2, 1) are all studied in this work. An example is presented as a demonstration.</p>