Stability of Stochastic Differential Delay Equations with Markovian Switching
Received:July 16, 2006  Revised:January 19, 2007
Key Words: Lyapunov function   delay equation   generalized It\^{o}'s formula   Brownian motion   Markov chain.  
Fund Project:the National Natural Science Foundation of China (No.60574025).
Author NameAffiliation
DAI Wei Xing Department of Mathematics, Huazhong University of Science and Technology, Hubei 430074, China 
HU Shi Geng Department of Mathematics, Huazhong University of Science and Technology, Hubei 430074, China 
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Abstract:
      The main aim of this paper is to investigate the $p$th moment exponential stability of stochastic differential delay equations with Markovian switching. A specific Lyapunov function is introduced to obtain the required stability, and the almost sure exponential stability for the delay equations is discussed subsequently.
Citation:
DOI:10.3770/j.issn:1000-341X.2008.03.008
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