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
p-Moment stability of stochastic differential equations with impulsive jump and Markovian switching
β Scribed by Huijun Wu; Jitao Sun
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 216 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0005-1098
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