On the Partial Stochastic Stability of Stochastic Differential Delay Equations with Markovian Switching

De Zhi Liu; Wei Qun Wang

doi:10.4028/www.scientific.net/AMR.765-767.709

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HomeAdvanced Materials ResearchAdvanced Materials Research Vols. 765-767On the Partial Stochastic Stability of Stochastic...

On the Partial Stochastic Stability of Stochastic Differential Delay Equations with Markovian Switching

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.

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Periodical:

Advanced Materials Research (Volumes 765-767)

Pages:

709-712

DOI:

https://doi.org/10.4028/www.scientific.net/AMR.765-767.709

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Online since:

September 2013

Authors:

De Zhi Liu, Wei Qun Wang

Keywords:

Asymptotic Stability, Markov Chain, Partial, Stochastic Stability

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References

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