帶Markov調(diào)制的隨機微分延遲方程的穩(wěn)定性

The main aim of this paper is to investigate the pth moment exponential stability of stochastic differential delay equations with Markovian switching. A specific Lyapunov function is introduced to obtain the required stability, and the almost sure exponential stability for the delay equations is discussed subsequently.

作 者： 戴偉星 胡適耕 DAI Wei Xing HU Shi Geng   作者單位： Department of Mathematics, Huazhong University of Science and Technology, Hubei 430074, China  刊 名： 數(shù)學(xué)研究與評論  ISTIC PKU 英文刊名： JOURNAL OF MATHEMATICAL RESEARCH AND EXPOSITION  年，卷(期)： 2008 28(3)  分類號： O211.63  關(guān)鍵詞： Lyapunov function   delay equation   generalized It6's formula   Brownian motion   Markov chain  

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