Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

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Mao, Xuerong and Shen, Yi and Yuan, Chenggui, EPSRC (U.K.) (Funder), 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 (https://doi.org/10.1016/j.spa.2007.09.005)

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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.

ORCID iDs

Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864, Shen, Yi and Yuan, Chenggui;
  • Item type:Article
    ID code:13877
    Dates:
    Date
    Event
    August 2008
    Published
    22 September 2007
    Published Online
    Notes:change of date
    Subjects:Science > Mathematics
    Department:Faculty of Science > Mathematics and Statistics
    Depositing user: Mrs Carolynne Westwood
    Date deposited:15 Dec 2009 15:36
    Last modified:17 Dec 2024 01:09
    URI:https://strathprints.strath.ac.uk/id/eprint/13877
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