Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching
Feng, Lichao and Li, Shoumei and Mao, Xuerong (2016) Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching. Journal of the Franklin Institute. ISSN 0016-0032 (In Press)
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Abstract
This paper is concerned with the boundedness, exponential stability and almost sure asymptotic stability of stochastic functional differential equations (SFDEs) with Markovian switching. The key technique used is the method of multiple Lyapunov functions. We use two auxiliary functions to dominate the corresponding different Lyapunov function in different mode while the diffusion operator in different model is controlled by other multiple auxiliary functions. Our conditions on the diffusion operator are weaker than those in the related existing works.
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Item type: Article ID code: 57835 Dates: DateEvent18 September 2016Published18 September 2016AcceptedSubjects: Science > Mathematics Department: Faculty of Science > Mathematics and Statistics Depositing user: Pure Administrator Date deposited: 19 Sep 2016 08:50 Last modified: 11 Apr 2024 01:13 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/57835