Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition

被引：14
|
作者：
Liu, Dezhi [1 ,2 ]
Wang, Weiqun [1 ]
Ignatyev, Oleksiy [3 ]
Zhang, Wei [2 ]
机构：
[1] Nanjing Univ Sci & Technol, Dept Appl Math, Nanjing 210094, Jiangsu, Peoples R China
[2] Anhui Univ Finance & Econ, Sch Stat & Appl Math, Bengbu 233030, Anhui, Peoples R China
[3] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA
来源：
ADVANCES IN DIFFERENCE EQUATIONS | 2012年
关键词：
stochastic asymptotic stability; partial; Markov chain; neutral; functional differential equation; DELAY EQUATIONS;
D O I：
10.1186/1687-1847-2012-220
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching (NSFDEwMSs) has been investigated, the sufficient conditions for partial stochastic asymptotic stability have been given. We have used the boundary condition and to replace the condition and have generalized some results of Sharov and Ignatyev to cover a class of much more general NSFDEwMSs. MSC: 39A11, 60H10, 37H10.
引用
收藏
页码：1 / 8
页数：8
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