Stability of Stochastic Differential Delay Equations with Markovian Switching  

作　　者：DAI Wei Xing HU Shi Geng 

机构地区：[1]Department of Mathematics, Huazhong University of Science and Technology, Hubei 430074, China

出　　处：《Journal of Mathematical Research and Exposition》2008年第3期511-520,共10页数学研究与评论（英文版）

基　　金：the National Natural Science Foundation of China （No. 60574025）.

摘　　要：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.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.

关 键 词：Lyapunov function delay equation generalized Ito＇s formula Brownian motion Markov chain. 

分 类 号：O211.63[理学—概率论与数理统计]