Title of article
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
Author/Authors
Mao، نويسنده , , Xuerong and Shen، نويسنده , , Yi and Yuan، نويسنده , , Chenggui، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
22
From page
1385
To page
1406
Abstract
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.
Keywords
Generalized Itô formula , Exponential stability , Brownian motion , asymptotic stability , Markov chain
Journal title
Stochastic Processes and their Applications
Serial Year
2008
Journal title
Stochastic Processes and their Applications
Record number
1578005
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