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马尔可夫调制的随机微分方程的稳定性 被引量：1

Stability of Stochastic Differential Equations with Markovian Switching
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摘要 在现有文献的基础上,对一类马尔可夫调制的随机微分方程进行了研究,得到了其平凡解2阶均值指数稳定性和几乎必然指数稳定性的充分条件,对现有成果进行了改进。 In tbis paper, we studied a class of stochastic differential equations with Markovian switching. Some sufficient conditions for the 2-th moment exponential stability and almost sure exponential stability are established. Our results improve some existing ones.
作者 李普红
机构地区 中南大学数学科学与计算技术学院
出处 《黑龙江科技信息》 2007年第03S期27-27,共1页 Heilongjiang Science and Technology Information
关键词 马尔可夫链 随机微分方程 指数稳定 几乎必然指数稳定 Markovian chain Stochastic differential equations exponential stability almost sure exponential stability
分类号 O175.13 [理学—基础数学]
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二级参考文献18

  • 1Mao X.Robustness of Stability of Stochastic Differential Delay Equations with Markovian Switching [J].Stability and Control:Theory and Applications,2000,3(1):48-61.
  • 2Mao X.Stability of Stochastic Differential Equations with Markovian Switching [J].Stochastic Processes and their Applications,1999,79:45-67.
  • 3Mao X,Matasov A,Piunovsleiy A B.Stochastic Differential Delay Equations with Markovian Switching [J].Bernoulli,2000,6(1):73-90.
  • 4Mao X, Shaikhet L.Relay-Dependent Stability Criteria for Stochastic Differential Delay Equations with Markovian Switching [J].Stability and Control:Theory and Applications,2000,3(2):87-101.
  • 5Shaikhet L E.Stability of Stochastic Hereditary Systems with Markovian Switching [J].Theory of Stochastic Processes,1996,2(18):180-184.
  • 6Mao X, Shah A.Exponertial Stability of Stochastic Differential Delay Equations [J].Stochastic and Stochastic Reports,1997,60:135-153.
  • 7Mao X.Stochastic Differential Equations and Applications [M].Chichester:Ellis Horwood,1997.
  • 8Mao X R.Exponential stability of stochastic differential equations[M].New York:Marcel Dekker Inc,1994.1-100.
  • 9Mao X,Matasav A,Piunovskiy A.Stochastic differential delay equations with Markovian switching[J].Bernoulli,2000,6(1):73-90.
  • 10Mao X.Robustness of stability of stochastic differential delay equations with Markovian switching[J].Stability and Control,Theory and Applications,2000,3(1):48-61.

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黑龙江科技信息
2007年 第03S期

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