Li, Xiaoyue and Mao, Xuerong (2012) A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching ☆. Automatica, 48 (9). pp. 2329-2334. ISSN 0005-1098
Full text not available in this repository. (Request a copy from the Strathclyde author)Official URL: http://dx.doi.org/10.1016/j.automatica.2012.06.045
Abstract
In this paper, we consider neutralstochasticdelay differential equations with Markovian switching. Our key aim is to establish LaSalle-type stability theorems for the underlying equations. The key techniques used in this paper are the method of Lyapunov functions and the convergence theorem of nonnegative semi-martingales. The key advantage of our new results lies in the fact that our results can be applied to more general non-autonomous equations.
| Item type: | Article |
|---|---|
| ID code: | 41333 |
| Keywords: | asymptotic stability, neutral stochastic delay differential equations, Markov chain, generalized It^o formula, brownian motion, Probabilities. Mathematical statistics |
| Subjects: | Science > Mathematics > Probabilities. Mathematical statistics |
| Department: | Faculty of Science > Mathematics and Statistics |
| Related URLs: | |
| Depositing user: | Pure Administrator |
| Date Deposited: | 03 Oct 2012 13:30 |
| Last modified: | 03 Oct 2012 13:30 |
| URI: | http://strathprints.strath.ac.uk/id/eprint/41333 |
Actions (login required)
| View Item |