Comparison principle and stability of It
β
Jiaowan Luo
π
Article
π
2006
π
Elsevier Science
π
English
β 133 KB
In this paper the comparison principle for the nonlinear ItΓ΄ stochastic differential delay equations with Poisson jump and Markovian switching is established. Later, using this comparison principle, we obtain some stability criteria, including stability in probability, asymptotic stability in probab