In this paper, we investigate the almost surely asymptotic stability for the nonlinear stochastic differential delay equations with Markovian switching. Some sufficient criteria on the controllability and robust stability are also established for linear stochastic differential delay equations with Markovian switching.
|Number of pages||12|
|Publication status||Published - 1 Mar 2004|
- asymptotic stability
- generalised Itô's formula
- robust stability