Robust stability and controllability of stochastic differential delay equations with Markovian switching

Yuan, Chenggui and Mao, Xuerong (2004) Robust stability and controllability of stochastic differential delay equations with Markovian switching. Automatica, 40 (3). pp. 343-354. ISSN 0005-1098 (https://doi.org/10.1016/j.automatica.2003.10.012)

Abstract

In this paper, we investigate the almost surely asymptotic stability for the nonlinear stochastic differential delay equations with Markovian switching. Some sufficient criteria on the controllability and robust stability are also established for linear stochastic differential delay equations with Markovian switching.

ORCID iDs

Mao, Xuerong ORCID: https://orcid.org/0000-0002-6768-9864

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• Item metadata

  Item type:	Article
  ID code:	55913
  Dates:	Date Event 1 March 2004 Published 1 October 2003 Accepted
  Keywords:	asymptotic stability, controllability, generalised Itô's formula, robust stability, Probabilities. Mathematical statistics, Control and Systems Engineering, Electrical and Electronic Engineering
  Subjects:	Science > Mathematics > Probabilities. Mathematical statistics
  Department:	Faculty of Science > Mathematics and Statistics
  Depositing user:	Pure Administrator
  Date deposited:	15 Mar 2016 16:44
  Last modified:	06 Nov 2023 02:52
  Related URLs:	Scopus publication
  URI:	https://strathprints.strath.ac.uk/id/eprint/55913