The pth moment boundedness of stochastic functional differential equations with Markovian switching
The pth moment boundedness of stochastic functional differential equations with Markovian switching
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DOI：
10.1016/j.jfranklin.2016.10.018
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发表时间：
2017
期刊：
影响因子：
--
通讯作者：
Shiguo Peng;Li-ping Yang
中科院分区：
文献类型：
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作者：
Shiguo Peng;Li-ping Yang
本文利用Razumikhin技术和比较原理，给出了马尔可夫切换随机泛函微分方程(SFDEwMS)p次矩有界性的Razumikhin型定理。还提出了一些关于pth矩稳定性的改进条件。本文的主要结果允许与 Lyapunov 函数的底层 SFDEwMS 相关的扩散算子的估计上限具有时变系数（这些系数甚至可能是符号变化函数）。提供了示例来说明所提出的结果的有效性。
This paper gives some Razumikhin-type theorems onpth moment boundedness of stochastic functional differential equations with Markovian switching (SFDEwMS) by using Razumikhin technique and comparison principle. Some improved conditions onpth moment stability are also proposed. The main results of this paper allow the estimated upper bound of the diffusion operator associated with the underlying SFDEwMS of the Lyapunov function to have time-varying coefficients (the coefficients may even be sign-changing functions). Examples are provided to illustrate the effectiveness of the proposed results.