A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching

作者：Li, Xiaoyue^*; Mao, Xuerong

来源：Automatica, 2012, 48(9): 2329-2334.

DOI：10.1016/j.automatica.2012.06.045

• Asymptotic stability
• Neutral stochastic delay differential equations
• Markov chain
• Generalized Ito formula
• Brownian motion

In this paper, we consider neutral stochastic delay differential equations with Markovian switching. Our key aim is to establish LaSalle-type stability theorems for the underlying equations. The key techniques used in this paper are the method of Lyapunov functions and the convergence theorem of nonnegative semi-martingales. The key advantage of our new results lies in the fact that our results can be applied to more general non-autonomous equations.

• 出版日期2012-9
• 单位东北师范大学