Dynamic Properties of Neutral Stochastic Differential Equations with Markovian Switching  

作　　者：MA Peng-yu DU Bo 

机构地区：[1]epartment of Mathematics, Huaiyin Normal University

出　　处：《Chinese Quarterly Journal of Mathematics》2018年第3期313-323,共11页数学季刊（英文版）

基　　金：supported by Natural Science Foundation of Jiangsu High Education Institutions of China（Grant No.17KJB110001）

摘　　要：A generalized neutral stochastic functional differential equation(NSFDE) with Markovian switching is studied. We will discuss some important properties of the solutions including boundedness and exponential stability by using Lyapunov-Krasovskii functional,Matrix inequality and some analysis techniques. Finally, an numerical example for neutral stochastic neural networks with Markovian switching is given to show the effectiveness of the results in this paper.A generalized neutral stochastic functional differential equation（NSFDE） with Markovian switching is studied. We will discuss some important properties of the solutions including boundedness and exponential stability by using Lyapunov-Krasovskii functional,Matrix inequality and some analysis techniques. Finally, an numerical example for neutral stochastic neural networks with Markovian switching is given to show the effectiveness of the results in this paper.

关 键 词：eutral ITO FORMULA MARKOV CHAIN Stability 

分 类 号：O175.25[理学—数学]