Stability in distribution of neutral stochastic differential delay equations with Markovian switching

被引：59

作者：

Bao, Jianhai ^{[1
]}

Hou, Zhenting ^{[1
]}

Yuan, Chenggui ^{[2
]}

机构：

[1] Cent S Univ, Sch Math, Changsha 410075, Hunan, Peoples R China

[2] Univ Coll Swansea, Dept Math, Swansea SA2 8PP, W Glam, Wales

来源：

STATISTICS & PROBABILITY LETTERS | 2009年 / 79卷 / 15期

关键词：

COMPARISON PRINCIPLE;

D O I：

10.1016/j.spl.2009.04.006

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 work, we are concerned with neutral stochastic differential delay equations with Markovian switching (NSDDEwMSs). We derive sufficient conditions for stability ill distribution and generalize some results of Basak et al. and Yuan et al. to cover a class of much more general NSDDEwMSs. In the end, two examples are established to demonstrate the theory of our work. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.

引用

页码：1663 / 1673

页数：11

共 15 条

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