Comparison principle and stability of Ito stochastic differential delay equations with Poisson jump and Markovian switching

被引：36
|
作者：
Luo, JW [1 ]
机构：
[1] Guangzhou Univ, Sch Math & Informat Sci, Guangzhou 510006, Guangdong, Peoples R China
来源：
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS | 2006年 / 64卷 / 02期
基金：
中国国家自然科学基金;
关键词：
comparison principle; Markovian chain; Poisson measure; stochastic stability; Ito stochastic differential equations;
D O I：
10.1016/j.na.2005.06.048
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper the comparison principle for the nonlinear Ito stochastic differential delay equations with Poisson jump and Markovian switching is established. Later, using this comparison principle, we obtain some stability criteria, including stability in probability, asymptotic stability in probability, stability in the pth mean, asymptotic stability in the pth mean and the pth moment exponential stability of such equations. Some known results are generalized and improved. (c) 2005 Published by Elsevier Ltd.
引用
收藏
页码：253 / 262
页数：10
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