Preserving Mean-square Stability in the Simulation of Stochastic Differential Delay Equations with Markovian Switching
نویسندگان
چکیده
منابع مشابه
Mean Square Stability of Impulsive Stochastic Delay Differential Equations with Markovian Switching and Poisson Jumps
In the paper, based on stochastic analysis theory and Lyapunov functional method, we discuss the mean square stability of impulsive stochastic delay differential equations with markovian switching and poisson jumps, and the sufficient conditions of mean square stability have been obtained. One example illustrates the main results. Furthermore, some well-known results are improved and generalize...
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In this paper we discuss stochastic di erential delay equations with Markovian switching. Such an equation can be regarded 9 as the result of several stochastic di erential 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. 11 c © 2003 Published by Elsevier Science B.V.
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ژورنال
عنوان ژورنال: Information Technology Journal
سال: 2014
ISSN: 1812-5638
DOI: 10.3923/itj.2014.1463.1466