Name
Title | ||
|---|---|---|
Exponential stability of neutral stochastic delay differential equations with Markovian switching |
Abstract | ||
|---|---|---|
In this paper, by using the Lyapunov stability theory, Dynkin’s formula, matrix theory, neutral differential equations theory and stochastic analysis techniques, we study the pth moment exponential stability for neutral stochastic delay differential equations (NSDDEs) with Markovian switching, p≥1. Some new conditions are derived to obtain the pth moment exponential stability of the trivial solution. At last, an example is presented to show the effectiveness of the proposed results. |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1016/j.aml.2015.08.019 | Applied Mathematics Letters |
Keywords | Field | DocType |
Brownian motion,Neutral,Exponential stability,Markovian switching | Mathematical optimization,Mathematical analysis,Matrix (mathematics),Lyapunov stability,Stochastic process,Exponential stability,Markovian switching,Delay differential equation,Brownian motion,Mathematics,Stability theory | Journal |
Volume | ISSN | Citations |
52 | 0893-9659 | 3 |
PageRank | References | Authors |
0.38 | 8 | 2 |