Title of article :
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
Author/Authors :
Mao، نويسنده , , Xuerong and Shen، نويسنده , , Yi and Yuan، نويسنده , , Chenggui، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Abstract :
The main aim of this paper is to discuss the almost surely asymptotic stability of the neutral stochastic differential delay equations (NSDDEs) with Markovian switching. Linear NSDDEs with Markovian switching and nonlinear examples will be discussed to illustrate the theory.
Keywords :
Generalized Itô formula , Exponential stability , Brownian motion , asymptotic stability , Markov chain
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
