LaSalle-type theorem for neutral stochastic functional differential equations with Markovian switching

摘要：

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.

关键词： Lyapunov function LaSalles theorem It(o)s formula supermartingale convergence theorem

作者: WANG Tong DING Yongsheng ZHANG Lei

作者单位: College of Information Sciences and Technology, Donghua UniversityShanghai 201620, P. R. China Engin College of Information Sciences and Technology, Donghua University Shanghai 201620, P. R. China Engi

会议类型: 国际会议

会议名称: The 31st Chinese Control Conference(第三十一届中国控制会议)

会议地点: 合肥

会议语种:英文

页码: 117-122

在线出版日期: 2012-07-01（万方平台首次上网日期，不代表论文的发表时间）