Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition
نویسندگان
چکیده
منابع مشابه
Asymptotic Stability of Stochastic Impulsive Neutral Partial Functional Differential Equations
In this paper the authors study the existence and asymptotic stability in p-th moment of mild solutions to stochastic neutral partial differential equation with impulses. Their method for investigating the stability of solutions is based on the fixed point theorem.
متن کاملStochastic Functional Differential Equations with Markovian Switching
The main aim of this paper is to investigate the exponential stability of stochastic functional differential equations with Markovian switching. The Razumikhin argument and the generalized Itô formula will play their important roles in this paper. Applying our new results to several important types of equations e.g. stochastic differential delay equations and stochastic differential equations, ...
متن کاملAsymptotic stability of neutral stochastic functional integro-differential equations*
This paper is concerned with the existence and asymptotic stability in the p-th moment of mild solutions of nonlinear impulsive stochastic delay neutral partial functional integro-differential equations. We suppose that the linear part possesses a resolvent operator in the sense given in [8], and the nonlinear terms are assumed to be Lipschitz continuous. A fixed point approach is used to achie...
متن کاملNeutral Stochastic Differential Delay Equations with Markovian Switching
Neutral stochastic differential delay equations (NSDDEs) have recently been studied intensively (see Kolmanovskii, V.B. and Nosov, V.R., Stability and Periodic Modes of Control Systems with Aftereffect; Nauka: Moscow, 1981 and Mao X., Stochastic Differential Equations and Their Applications; Horwood Pub.: Chichester, 1997). Given that many systems are often subject to component failures or repa...
متن کاملStochastic Differential Equations with Multi-Markovian Switching
Owing to their theoretical and practical significance, (1) has received great attention and has been recently studied extensively, andwe heremention Skorokhod [1] andMao and Yuan [2] among many others. However, in the real world, the condition that coefficients f and g in (1) are perturbed by the same Markovian chain is too restrictive. For example, in the classical Black-Scholes model, the ass...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Advances in Difference Equations
سال: 2012
ISSN: 1687-1847
DOI: 10.1186/1687-1847-2012-220