Title :
LaSalle-type theorem for neutral stochastic functional differential equations with Markovian switching
Author :
Tong, Wang ; Yongsheng, Ding ; Lei, Zhang
Abstract :
The main aim of this paper is to establish the LaSalle-type theorem for the solution of the neutral stochastic differential functional equations (NSDFEs) with Markovian switching. These stochastic versions are then applied to establish sufficient criteria for the stochastically asymptotic stability of the functional equations. Linear NSDFEs with Markovian switching examples will be discussed to illustrate the theory.
Keywords :
Lyapunov methods; Markov processes; asymptotic stability; differential equations; functional equations; LaSalle-type theorem; Markovian switching; linear NSDFE; neutral stochastic differential functional equations; stochastic asymptotic stability; sufficient criteria; Asymptotic stability; Differential equations; Educational institutions; Equations; Indium tin oxide; Lyapunov methods; Switches; Itô´s formula; LaSalle´s theorem; Lyapunov function; supermartingale convergence theorem;
Conference_Titel :
Control Conference (CCC), 2012 31st Chinese
Conference_Location :
Hefei
Print_ISBN :
978-1-4673-2581-3
