Title of article :
On stability in distribution of stochastic differential delay equations with Markovian switching
Author/Authors :
Du، نويسنده , , Nguyen Huu and Dang، نويسنده , , Nguyen Hai and Dieu، نويسنده , , Nguyen Thanh، نويسنده ,
Issue Information :
ماهنامه با شماره پیاپی سال 2014
Abstract :
This paper provides a new sufficient condition for stability in distribution of stochastic differential delay equations with Markovian switching (SDDEs). It can be considered as an improvement to the result given by Yuan C. et al. in [6].
Keywords :
Stochastic differential delay equations , Stability in distribution , Itô’s formula , Markov switching
Journal title :
Systems and Control Letters
Journal title :
Systems and Control Letters
