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Comparison theorem of one-dimensional stochastic hybrid delay systems

Yang, Z. and Mao, X. and Yuan, C. (2008) Comparison theorem of one-dimensional stochastic hybrid delay systems. Systems and Control Letters, 57 (1). pp. 56-63. ISSN 01676911

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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.

    Item type: Article
    ID code: 13802
    Keywords: Comparison theorem, Stochastic differential equations with Markovian switching, Brownian motion, Markov chain, Mathematics, Mechanical Engineering, Control and Systems Engineering, Electrical and Electronic Engineering, Computer Science(all)
    Subjects: Science > Mathematics
    Department: Faculty of Science > Mathematics and Statistics
    Related URLs:
      Depositing user: Mrs Carolynne Westwood
      Date Deposited: 17 Dec 2009 16:23
      Last modified: 05 Sep 2014 00:18
      URI: http://strathprints.strath.ac.uk/id/eprint/13802

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