Stability in distribution of stochastic differential delay equations with Markovian switching

被引：70
|
作者：
Yuan, CG
Zou, JZ
Mao, XR
机构：
[1] Univ Strathclyde, Dept Stat & Modelling Sci, Glasgow G1 1XH, Lanark, Scotland
[2] Cent S Univ, Sch Math, Changsha 410075, Peoples R China
来源：
SYSTEMS & CONTROL LETTERS | 2003年 / 50卷 / 03期
关键词：
generalized Ito's formula; Brownian motion; Markov chain; stability in distribution;
D O I：
10.1016/S0167-6911(03)00154-3
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper we discuss stochastic differential delay equations with Markovian switching. Such an equation can be regarded as the result of several stochastic differential delay equations switching from one to another according to the movement of a Markov chain. The aim of this paper is to investigate the stability in distribution of the equations. (C) 2003 Elsevier B.V. All rights reserved.
引用
收藏
页码：195 / 207
页数：13
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