This paper mainly investigates stabilization of hybrid stochastic differential equations (SDEs) via periodically intermittent feedback controls based on discrete-time state observations with a time delay. First, by using the theory of M-matrix and intermittent control strategy, we establish sufficient conditions for the stability of hybrid SDEs. Then, we prove the intermittent stabilization for a given unstable nonlinear hybrid SDE by comparison theorem. Two numerical examples are discussed to support our results of theoretical analysis.

This paper is concerned with stablization of hybrid differential equations by intermittent control based on delay observations. By M-matrix theory and intermittent control strategy, we establish a sufficient stability criterion on intermittent hybrid stochastic differential equations. Meantime, we show that hybrid differential equations can be stabilized by intermittent control based on delay observations if the delay time τ is bounded by τ * . Finally, an example is presented to illustrate our theory.

The existence and uniqueness of the stationary distribution of the numerical solution generated by the stochastic theta method is studied. When the parameter θ takes different values, the requirements on the drift and diffusion coefficients are different. The convergence of the numerical stationary distribution to the true counterpart is investigated. Several numerical experiments are presented to demonstrate the theoretical results.

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