摘要
The stability of stochastic functional differential equation with Markovian switching was studied by several authors,but there was almost no work on the stability of the neutral stochastic functional differential equations with Markovian switching.The aim of this article is to close this gap.The authors establish Razumikhin-type theorem of the neutral stochastic functional differential equations with Markovian switching,and those without Markovian switching.
The stability of stochastic functional differential equation with Markovian switching was studied by several authors,but there was almost no work on the stability of the neutral stochastic functional differential equations with Markovian switching.The aim of this article is to close this gap.The authors establish Razumikhin-type theorem of the neutral stochastic functional differential equations with Markovian switching,and those without Markovian switching.
出处
《软件工程师》
2009年第4期-,共10页
Software Engineer
基金
Sponsored by HUST Foundation(0125011017)
the National NSFC under grant(70671047)
Markovian chain
Razumikhin-type theorem
neutral stochastic functional differential equation
exponential stability
