Comparison theorem of one-dimensional stochastic hybrid delay systems

Zhe Yang; Xuerong Mao; Chenggui Yuan

doi:10.1016/j.sysconle.2007.06.014

Comparison theorem of one-dimensional stochastic hybrid delay systems

Zhe Yang, Xuerong Mao, Chenggui Yuan

Mathematics And Statistics

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Abstract

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 language	English
Pages (from-to)	56-63
Number of pages	7
Journal	Systems and Control Letters
Volume	57
Issue number	1
DOIs	https://doi.org/10.1016/j.sysconle.2007.06.014
Publication status	Published - 31 Jan 2008

Keywords

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

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title = "Comparison theorem of one-dimensional stochastic hybrid delay systems",

abstract = "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.",

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JF - Systems and Control Letters

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Comparison theorem of one-dimensional stochastic hybrid delay systems

Abstract

Keywords

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