On the partial stochastic stability of stochastic differential delay equations with Markovian switching
Authors
Dezhi Liu, Weiqun Wang
Corresponding Author
Dezhi Liu
Available Online April 2013.
- DOI
- 10.2991/icsem.2013.128How to use a DOI?
- Keywords
- stochastic stability, partial, Markov chain, asymptotic stability.
- Abstract
In the paper, we are concerned with the partial asymptotic stochastic stability (stability in probability) of stochastic differential delay equations with Markovian switching(SDDEwMSs), the sufficient conditions for partial asymptotic stability in probability have been given and we have generalized some results of Sharov and Ignatyev to cover a class of much more general SDDEwMSs
- Copyright
- © 2013, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Dezhi Liu AU - Weiqun Wang PY - 2013/04 DA - 2013/04 TI - On the partial stochastic stability of stochastic differential delay equations with Markovian switching BT - Proceedings of the 2nd International Conference On Systems Engineering and Modeling (ICSEM 2013) PB - Atlantis Press SP - 636 EP - 639 SN - 1951-6851 UR - https://doi.org/10.2991/icsem.2013.128 DO - 10.2991/icsem.2013.128 ID - Liu2013/04 ER -