DocumentCode :
1317445
Title :
Some New Criteria on 
th Moment Stability of Stochastic Functional Differential Equations With Markovian Switching
Author :
Peng, Shiguo ; Zhang, Yun
Author_Institution :
Fac. of Autom., Guangdong Univ. of Technol., Guangzhou, China
Volume :
55
Issue :
12
fYear :
2010
Firstpage :
2886
Lastpage :
2890
Abstract :
This note gives some new Razumikhin-type theorems on th moment stability of stochastic functional differential equations with Markovian switching (SFDEwMS) by using auxiliary ordinary differential equation. The main results of this note allow the diffusion operator associated with the underlying SFDEwMS of the Lyapunov function along a solution of the system to be not always negative. An example is provided to illustrate the effectiveness of the proposed results.
Keywords :
Lyapunov methods; Markov processes; differential equations; stability; stochastic processes; Lyapunov function; Markovian switching; Razumikhin type theorems; auxiliary ordinary differential equation; moment stability; stochastic functional differential equations; Asymptotic stability; Differential equations; Markov processes; Stability criteria; Stochastic processes; Switches; $p$
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.2010.2074251
Filename :
5567135
Link To Document :
