• DocumentCode
    1317445
  • Title

    Some New Criteria on p th Moment Stability of Stochastic Functional Differential Equations With Markovian Switching

  • Author

    Peng, Shiguo ; Zhang, Yun

  • Author_Institution
    Fac. of Autom., Guangdong Univ. of Technol., Guangzhou, China
  • Volume
    55
  • Issue
    12
  • fYear
    2010
  • Firstpage
    2886
  • Lastpage
    2890
  • Abstract
    This note gives some new Razumikhin-type theorems on th moment stability of stochastic functional differential equations with Markovian switching (SFDEwMS) by using auxiliary ordinary differential equation. The main results of this note allow the diffusion operator associated with the underlying SFDEwMS of the Lyapunov function along a solution of the system to be not always negative. An example is provided to illustrate the effectiveness of the proposed results.
  • Keywords
    Lyapunov methods; Markov processes; differential equations; stability; stochastic processes; Lyapunov function; Markovian switching; Razumikhin type theorems; auxiliary ordinary differential equation; moment stability; stochastic functional differential equations; Asymptotic stability; Differential equations; Markov processes; Stability criteria; Stochastic processes; Switches; $p$th moment stability; Markovian switching; Razumikhin-type theorem; stochastic functional differential equations (SFDEs);
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.2010.2074251
  • Filename
    5567135
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1317445