Title :
Robust stability of stochastic pantograph differential equations Markovian switching
Author :
Yang, Hua ; Jiang, Feng ; Jiang, Yonghong
Author_Institution :
Dept. of Math. & Phys., Wuhan Polytech. Univ., Wuhan, China
Abstract :
In this paper, we investigate the almost surely asymptotic stability of the nonlinear stochastic pantograph differential equations (SPDEs) with Markovian switching. Linear SPDEs with Markovian switching and nonlinear examples with Markovian switching will be discussed to illustrate the theory.
Keywords :
Markov processes; asymptotic stability; nonlinear differential equations; Markovian switching; asymptotic stability; linear SPDE; nonlinear stochastic pantograph differential equations; robust stability; Robustness; Switches; Markov chain; asymptotic stability; stochastic pantograph differential equations;
Conference_Titel :
Computer Application and System Modeling (ICCASM), 2010 International Conference on
Conference_Location :
Taiyuan
Print_ISBN :
978-1-4244-7235-2
Electronic_ISBN :
978-1-4244-7237-6
DOI :
10.1109/ICCASM.2010.5620312
