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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
    Related URLs:
      Depositing user: Mrs Carolynne Westwood
      Date Deposited: 15 Dec 2009 15:36
      Last modified: 04 Sep 2014 23:59
      URI: http://strathprints.strath.ac.uk/id/eprint/13877

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