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

Volume

1

fYear

2009

fDate

12-15 July 2009

Firstpage

377

Lastpage

381

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;

fLanguage

English

Publisher

ieee

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

Type

conf

DOI

10.1109/ICMLC.2009.5212513

Filename

5212513