Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

Mao XR; Shen Y; Yuan CG

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Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

机译：具有Markovian切换的中立型随机时滞微分方程的几乎肯定渐近稳定性。

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The main aim of this paper is to discuss the almost surely asymptotic stability of the neutral stochastic differential delay equations (NSDDEs) with Markovian switching. Linear NSDDEs with Markovian switching and nonlinear examples will be discussed to illustrate the theory. (C) 2007 Elsevier B.V. All rights reserved.

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《Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability》 |2008年第8期|共22页
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Mao XR; Shen Y; Yuan CG;
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正文语种 eng
中图分类概率论与数理统计;
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asymptotic stability; exponential stability; generalized Ito formula; Brownian motion; Markov chain; SYSTEMS; STABILIZATION; STABILIZABILITY; STATE; NOISE;

机译：渐近稳定性指数稳定性广义Ito公式布朗运动马尔可夫链系统稳定化状态噪声;

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专利

1. Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching [J] . Mao XR, Shen Y, Yuan CG Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability . 2008,第8期

机译：具有Markovian切换的中立型随机时滞微分方程的几乎肯定渐近稳定性。
2. Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition [J] . Dezhi Liu, Weiqun Wang, Oleksiy Ignatyev, Advances in Difference Equations . 2012,第1期

机译：边界条件的Markovian切换的中立型随机泛函微分方程的局部随机渐近稳定性
3. Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations [J] . Yu Z., Liu M. Discrete dynamics in nature and society . 2011,第Pta1期

机译：中立型随机时滞微分方程数值解的几乎肯定渐近稳定性
4. A Mode and Control Adaptive Almost Surely Asymptotically Synchronization for Stochastic Time Delay Neural Network with Markovian Switching [C] . ZHOU Wuneng, GAO Yan, SUN Yuqing, 2012 31st Chinese Control Conference. . -1

机译：马尔可夫切换的随机时滞神经网络的模式与控制自适应几乎渐近同步。
5. Parameter estimation in several classes of non-Markovian random processes defined by stochastic differential equations. [D] . Reiner, Robert Charles, Jr. 2010

机译：随机微分方程定义的几类非马尔可夫随机过程的参数估计。
6. Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion [O] . Xinwen Zhang, Dehao Ruan -1

机译：由布朗运动和分数布朗运动驱动的中立型随机泛函偏微分方程的指数稳定性。
7. Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching [O] . Mao, Xuerong, Shen, Yi, Yuan, Chenggui 2008

机译：具有Markovian切换的中立型随机微分时滞方程的几乎肯定渐近稳定性。

Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

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