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Robust stability and controllability of stochastic differential delay equations with Markovian switching

✍ Scribed by Chenggui Yuan; Xuerong Mao


Book ID
108068764
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
313 KB
Volume
40
Category
Article
ISSN
0005-1098

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πŸ“œ SIMILAR VOLUMES


Comparison principle and stability of It
✍ Jiaowan Luo πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 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