Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching

被引：0

作者：

罗交晚

邹捷中

侯振挺

机构：

[1] Central South University Changsha 410075

[2] Central South University

[3] School of Mathematical Sciences and Computing Technology

[4] China

来源：

Science China Mathematics | 2003年 / 01期

基金：

中国国家自然科学基金;

关键词：

comparison principle; Brownian motion; stochastic differential delay equations; gen-eralized Ito’s formula; Markov chain;

D O I：

暂无

中图分类号：

O211.63 [随机微分方程];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In the present paper we first obtain the comparison principle for the nonlinear stochastic differential delay equations with Markovian switching. Later, using this comparison principle, we obtain some stability criteria, including stability in probability, asymptotic stability in probability, stability in thepth mean, asymptotic stability in the pth mean and the pth moment exponential stability of such equations. Finally, an example is given to illustrate the effectiveness of our results.

引用

页码：129 / 138

页数：10

共 50 条

[1] Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
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[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS, 2003, 46 (01): : 129 - 138
[2] Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
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邹捷中
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[J]. Science in China,Ser.A., 2003, Ser.A.2003 (01) - 138
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