LaSalle-type theorem for neutral stochastic functional differential equations with Markovian switching

被引：0
|
作者：
Wang Tong [1 ,2 ]
Ding Yongsheng [1 ,2 ]
Zhang Lei [1 ,2 ]
机构：
[1] Donghua Univ, Coll Informat Sci & Technol, Shanghai 201620, Peoples R China
[2] Minist Educ, Engn Res Ctr Digitized Text & Fash Technol, Shanghai 201620, Peoples R China
来源：
PROCEEDINGS OF THE 31ST CHINESE CONTROL CONFERENCE | 2012年
关键词：
Lyapunov function; LaSalle's theorem; Ito's formula; supermartingale convergence theorem;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The main aim of this paper is to establish the LaSalle-type theorem for the solution of the neutral stochastic differential functional equations (NSDFEs) with Markovian switching. These stochastic versions are then applied to establish sufficient criteria for the stochastically asymptotic stability of the functional equations. Linear NSDFEs with Markovian switching examples will be discussed to illustrate the theory.
引用
收藏
页码：117 / 122
页数：6
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