Comparison theorem of one-dimensional stochastic hybrid delay systems

Zhe Yang, Xuerong Mao, Chenggui Yuan

Research output: Contribution to journalArticlepeer-review

16 Citations (Scopus)
94 Downloads (Pure)


The comparison theorem of stochastic differential equations has been investigated by many authors. However, little research is available on the comparison theorem of stochastic hybrid systems, which is the topic of this paper. The systems discussed is stochastic delay differential equations with Markovian switching. It is an important class of hybrid systems.
Original languageEnglish
Pages (from-to)56-63
Number of pages7
JournalSystems and Control Letters
Issue number1
Publication statusPublished - 31 Jan 2008


  • Comparison theorem
  • Stochastic differential equations with Markovian switching
  • Brownian motion
  • Markov chain


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