Title :
Exponential stability of neutral stochastic differential functional equations with Markovian switching
Author :
Li, Xining ; Zhang, Qimin
Author_Institution :
Sch. of Math. & Comput. Sci., NingXia Univ., YinChuan, China
Abstract :
A sufficient condition of exponential stability is established for a class of neutral stochastic differential functional equations Markovian jumping parameters. The analysis consist in using Burkholder-Davis-Gundy lemma and Ito´s formula derived for our stability purposes. The stability results derived also are applied to a piecewise deterministic system which arises quite often in practice in systems with multiple modes. An application to neutral stochastic differential functional equation is studied to illustrate our theory.
Keywords :
Lyapunov methods; asymptotic stability; differential equations; time-varying systems; Burkholder-Davis-Gundy lemma; Lyapunov exponent; Markovian jumping parameters; Markovian switching; exponential stability; neutral stochastic differential functional equations; Cybernetics; Differential equations; Machine learning; Stability; Stochastic processes; Ito´s formula; Lyapunov exponent; Markov chain;
Conference_Titel :
Machine Learning and Cybernetics, 2009 International Conference on
Conference_Location :
Baoding
Print_ISBN :
978-1-4244-3702-3
Electronic_ISBN :
978-1-4244-3703-0
DOI :
10.1109/ICMLC.2009.5212513
