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LaSalle-type theorem for neutral stochastic functional differential equations with Markovian switching.
- Source :
- Proceedings of the 31st Chinese Control Conference; 1/ 1/2012, p117-122, 6p
- Publication Year :
- 2012
-
Abstract
- 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. [ABSTRACT FROM PUBLISHER]
Details
- Language :
- English
- ISBNs :
- 9781467325813
- Database :
- Complementary Index
- Journal :
- Proceedings of the 31st Chinese Control Conference
- Publication Type :
- Conference
- Accession number :
- 86628212