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)
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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.
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Item type: Article ID code: 55913 Dates: DateEvent1 March 2004Published1 October 2003AcceptedSubjects: 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: 28 Jul 2024 22:20 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/55913
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