Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching

被引：7

作者：

Zhang, Wen ^{[1
]}

Ye, Jun ^{[1
]}

Li, Haibo ^{[1
]}

机构：

[1] Tsinghua Univ, Dept Math Sci, Beijing 100084, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2014年 / 92卷

基金：

中国国家自然科学基金;

关键词：

Stochastic differential delay equation; Poisson jumps; Markovian switching; Moment stability; Almost sure stability; EVOLUTION EQUATIONS; ASYMPTOTIC STABILITY; COMPARISON PRINCIPLE; SYSTEMS; MEMORY;

D O I：

10.1016/j.spl.2014.04.024

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, some criteria on pth moment stability and almost sure stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching are obtained. Two examples are presented to illustrate our theories. (C) 2014 Elsevier B.V. All rights reserved.

引用

页码：1 / 11

页数：11

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