DocumentCode
532307
Title
Robust stability of stochastic pantograph differential equations Markovian switching
Author
Yang, Hua ; Jiang, Feng ; Jiang, Yonghong
Author_Institution
Dept. of Math. & Phys., Wuhan Polytech. Univ., Wuhan, China
Volume
5
fYear
2010
fDate
22-24 Oct. 2010
Abstract
In this paper, we investigate the almost surely asymptotic stability of the nonlinear stochastic pantograph differential equations (SPDEs) with Markovian switching. Linear SPDEs with Markovian switching and nonlinear examples with Markovian switching will be discussed to illustrate the theory.
Keywords
Markov processes; asymptotic stability; nonlinear differential equations; Markovian switching; asymptotic stability; linear SPDE; nonlinear stochastic pantograph differential equations; robust stability; Robustness; Switches; Markov chain; asymptotic stability; stochastic pantograph differential equations;
fLanguage
English
Publisher
ieee
Conference_Titel
Computer Application and System Modeling (ICCASM), 2010 International Conference on
Conference_Location
Taiyuan
Print_ISBN
978-1-4244-7235-2
Electronic_ISBN
978-1-4244-7237-6
Type
conf
DOI
10.1109/ICCASM.2010.5620312
Filename
5620312
Link To Document