Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 296-320 |
| Number of pages | 24 |
| Journal | Journal of Mathematical Analysis and Applications |
| Volume | 304 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - Apr 2005 |
Keywords
- Brownian motion
- stochastic differential delay equation
- Itô's formula
- persistence
- stability
- boundedness
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