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Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

Mao, Xuerong and Shen, Yi and Yuan, Chenggui and , EPSRC (U.K.) (Funder) and , National Natural Science Foundation of China (Funder) (2008) Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Stochastic Processes and their Applications, 118 (8). pp. 1385-1406. ISSN 0304-4149

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Abstract

The main aim of this paper is to discuss the almost surely asymptotic stability of the neutral stochastic differential delay equations (NSDDEs) with Markovian switching. Linear NSDDEs with Markovian switching and nonlinear examples will be discussed to illustrate the theory.

Item type: Article
ID code: 13877
Notes: change of date
Keywords: asymptotic stability, exponential stability, generalized It^o formula, Brownian motion, Markov chain., Mathematics, Modelling and Simulation, Applied Mathematics, Statistics and Probability
Subjects: Science > Mathematics
Department: Faculty of Science > Mathematics and Statistics
Depositing user: Mrs Carolynne Westwood
Date Deposited: 15 Dec 2009 15:36
Last modified: 27 Mar 2015 00:41
URI: http://strathprints.strath.ac.uk/id/eprint/13877

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