Exponential stability of neutral stochastic differential functional equations with Markovian switching

被引：2

作者：

Li, Xining ^{[1
]}

Zhang, Qimin ^{[1
]}

机构：

[1] NingXia Univ, Sch Math & Comp Sci, Yinchuan 750021, Peoples R China

来源：

PROCEEDINGS OF 2009 INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND CYBERNETICS, VOLS 1-6 | 2009年

关键词：

Lyapunov exponent; Markov chain; Ito's formula;

D O I：

10.1109/ICMLC.2009.5212513

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A sufficient condition of exponential stability is established for a class of neutral stochastic differential functional equations with Markovian jumping parameters. The analysis consist in using Burkholder-Davis-Gundy lemma and Ito's formula derived for our stability purposes. The stability results derived also are applied to a piecewise deterministic system which arises quite often in practice in systems with multiple modes. An application to neutral stochastic differential functional equation is studied to illustrate our theory.

引用

页码：377 / 381

页数：5

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