A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching

被引：64
|
作者：
Li, Xiaoyue [1 ]
Mao, Xuerong [2 ]
机构：
[1] NE Normal Univ, Sch Math & Stat, Changchun 130024, Peoples R China
[2] Univ Strathclyde, Dept Math & Stat, Glasgow G1 1XH, Lanark, Scotland
来源：
AUTOMATICA | 2012年 / 48卷 / 09期
基金：
中国国家自然科学基金;
关键词：
Asymptotic stability; Neutral stochastic delay differential equations; Markov chain; Generalized Ito formula; Brownian motion; SYSTEMS;
D O I：
10.1016/j.automatica.2012.06.045
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, we consider neutral stochastic delay differential equations with Markovian switching. Our key aim is to establish LaSalle-type stability theorems for the underlying equations. The key techniques used in this paper are the method of Lyapunov functions and the convergence theorem of nonnegative semi-martingales. The key advantage of our new results lies in the fact that our results can be applied to more general non-autonomous equations. (C) 2012 Elsevier Ltd. All rights reserved.
引用
收藏
页码：2329 / 2334
页数：6
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