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Abstract
This paper is concerned with the boundedness, exponential stability and almost sure asymptotic stability of stochastic functional differential equations (SFDEs) with Markovian switching. The key technique used is the method of multiple Lyapunov functions. We use two auxiliary functions to dominate the corresponding different Lyapunov function in different mode while the diffusion operator in different model is controlled by other multiple auxiliary functions. Our conditions on the diffusion operator are weaker than those in the related existing works.
Original language | English |
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Pages (from-to) | 4924-4949 |
Number of pages | 26 |
Journal | Journal of the Franklin Institute |
Volume | 353 |
Issue number | 18 |
Early online date | 23 Sept 2016 |
DOIs | |
Publication status | Published - 31 Dec 2016 |
Keywords
- stichastic functional differential equations
- Markovian switching
- asymptotic stability
- boundedness
- generalized Itô's formula
- dynamic systems
- stability theory
- models
- exponential stability
- Lyapunov functions
- diffusion operator
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Dive into the research topics of 'Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching'. Together they form a unique fingerprint.Projects
- 1 Finished
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Numerical Analysis of Stochastic Differential Equations: New Challenges
Mao, X. (Principal Investigator)
1/10/15 → 30/09/17
Project: Research Fellowship