Stability of Solutions of Stochastic Functional Differential Equations with an Infinite Previous History and Poisson Switchings. II
β Scribed by E. V. Yasinskii; V. K. Yasinskii
- Book ID
- 110273908
- Publisher
- Springer US
- Year
- 2000
- Tongue
- English
- Weight
- 146 KB
- Volume
- 36
- Category
- Article
- ISSN
- 1573-8337
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 obtain some results on the existence and uniqueness of solutions to stochastic functional differential equations with infinite delay at phase space BC((-β, 0]; R d ) which denotes the family of bounded continuous R d -value functions defined on (-β, 0] with norm = sup -β< 0 | ( )|