Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

作者：Mao, Xuerong^*; Shen, Yi; Yuan, Chenggui

来源：Stochastic Processes and Their Applications, 2008, 118(8): 1385-1406.

DOI：10.1016/j.spa.2007.09.005

• asymptotic stability
• exponential stability
• generalized Ito formula
• Brownian motion
• Markov chain

The main aim of this paper is to discuss the almost surely asymptotic stability of the neutral stochastic differential delay equations (NSDDEs) with Markovian switching. Linear NSDDEs with Markovian switching and nonlinear examples will be discussed to illustrate the theory.

• 出版日期2008-8
• 单位华中科技大学