Exponential stability of stochastic differential (delay) equations with Markovian switching
β Scribed by Li Bi-wen; Li Guang-qin
- Publisher
- Wuhan University
- Year
- 2002
- Tongue
- English
- Weight
- 43 KB
- Volume
- 7
- Category
- Article
- ISSN
- 1007-1202
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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
In this paper, we are concerned with the stochastic differential delay equations with Markovian switching (SDDEwMSs). As stochastic differential equations with Markovian switching (SDEwMSs), most SDDEwMSs cannot be solved explicitly. Therefore, numerical solutions, such as EM method, stochastic Thet