Proceedings of the 2nd International Conference On Systems Engineering and Modeling (ICSEM 2013)

On the partial stochastic stability of stochastic differential delay equations with Markovian switching

Authors
Dezhi Liu, Weiqun Wang
Corresponding Author
Dezhi Liu
Available Online April 2013.
DOI
10.2991/icsem.2013.128How to use a DOI?
Keywords
stochastic stability, partial, Markov chain, asymptotic stability.
Abstract

In the paper, we are concerned with the partial asymptotic stochastic stability (stability in probability) of stochastic differential delay equations with Markovian switching(SDDEwMSs), the sufficient conditions for partial asymptotic stability in probability have been given and we have generalized some results of Sharov and Ignatyev to cover a class of much more general SDDEwMSs

Copyright
© 2013, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)

Volume Title
Proceedings of the 2nd International Conference On Systems Engineering and Modeling (ICSEM 2013)
Series
Advances in Intelligent Systems Research
Publication Date
April 2013
ISBN
10.2991/icsem.2013.128
ISSN
1951-6851
DOI
10.2991/icsem.2013.128How to use a DOI?
Copyright
© 2013, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Dezhi Liu
AU  - Weiqun Wang
PY  - 2013/04
DA  - 2013/04
TI  - On the partial stochastic stability of stochastic differential delay equations with Markovian switching
BT  - Proceedings of the 2nd International Conference On Systems Engineering and Modeling (ICSEM 2013)
PB  - Atlantis Press
SP  - 636
EP  - 639
SN  - 1951-6851
UR  - https://doi.org/10.2991/icsem.2013.128
DO  - 10.2991/icsem.2013.128
ID  - Liu2013/04
ER  -