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Comparison theorem of one-dimensional stochastic hybrid delay systems

Yang, Zhe and Mao, Xuerong and Yuan, Chenggui (2008) Comparison theorem of one-dimensional stochastic hybrid delay systems. Systems and Control Letters, 57 (1). pp. 56-63.

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Abstract

The comparison theorem of stochastic differential equations has been investigated by many authors. However, little research is available on the comparison theorem of stochastic hybrid systems, which is the topic of this paper. The systems discussed is stochastic delay differential equations with Markovian switching. It is an important class of hybrid systems.