带Markov调制的随机微分延迟方程的稳定性
The main aim of this paper is to investigate the pth moment exponential stability of stochastic differential delay equations with Markovian switching. A specific Lyapunov function is introduced to obtain the required stability, and the almost sure exponential stability for the delay equations is discussed subsequently.
作 者： 戴伟星 胡适耕 DAI Wei Xing HU Shi Geng 作者单位： Department of Mathematics, Huazhong University of Science and Technology, Hubei 430074, China 刊 名： 数学研究与评论 ISTIC PKU 英文刊名： JOURNAL OF MATHEMATICAL RESEARCH AND EXPOSITION 年，卷(期)： 2008 28(3) 分类号： O211.63 关键词： Lyapunov function delay equation generalized It6's formula Brownian motion Markov chain