Stability of stochastic differential equations with Markovian switching
Stability of stochastic differential equations with Markovian switching
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DOI：
10.1016/s0304-4149(98)00070-2
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发表时间：
1999-01-01
影响因子：
1.4
通讯作者：
Mao, XR
中科院分区：
文献类型：
--
作者：
Mao, XR
马尔可夫切换随机微分方程的稳定性问题近年来受到了广泛的关注。例如，Basak等人（1996，J. Math. Anal. Appl.202，604-622），Ji和Chizeck（1990，Automat. Control 35，777-788）和Mariton（1990，Jump Linear Systems in Automatic Control，Marcel Dekker，Ne Lv约克）。研究了一般非线性马尔可夫切换随机微分方程的指数稳定性。(C)1999 Elsevier Science B. V.保留所有权利。
Stability of stochastic differential equations with Markovian switching has recently received a lot of attention. For example, stability of linear or semi-linear type of such equations has been studied by Basak et al. (1996, J. Math. Anal. Appl. 202, 604-622), Ji and Chizeck (1990, Automat. Control 35, 777-788) and Mariton (1990, Jump Linear Systems in Automatic Control, Marcel Dekker, Ne Lv York). The aim of this paper is to discuss the exponential stability for general nonlinear stochastic differential equations with Markovian switching. (C) 1999 Elsevier Science B.V. All rights reserved.