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- Title
Stability of a class of neutral stochastic functional differential equations with Markovian switching.
- Authors
Song, Ruili; Lu, Boliang; Zhu, Quanxin
- Abstract
This study investigates the stability of a class of neutral stochastic functional differential equations with Markovian switching. Some novel stability criteria are first established, including boundedness, p th moment exponential stability and almost sure exponential stability, based on multiple Lyapunov functions, generalised Itô formula and non‐negative semi‐martingale convergence theorem. Concretely, the authors generalise the existing results under the essential neutral term and improve the diffusion operators from being controlled by two auxiliary functions to other multiple auxiliary functions with not only constant coefficients but also time‐varying coefficients. Some numerical examples are presented to illustrate the effectiveness of the obtained results.
- Publication
IET Control Theory & Applications (Wiley-Blackwell), 2018, Vol 12, Issue 15, p2043
- ISSN
1751-8644
- Publication type
Article
- DOI
10.1049/iet-cta.2017.0806