Exponential stability of neutral stochastic differential functional equations with Markovian switching

A sufficient condition of exponential stability is established for a class of neutral stochastic differential functional equations Markovian jumping parameters. The analysis consist in using Burkholder-Davis-Gundy lemma and Ito's formula derived for our stability purposes. The stability results...

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Bibliographic Details
Published in2009 International Conference on Machine Learning and Cybernetics Vol. 1; pp. 377 - 381
Main Authors Xining Li, Qimin Zhang
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.07.2009
Subjects
Cybernetics
Differential equations
Ito's formula
Lyapunov exponent
Machine learning
Markov chain
Stability
Stochastic processes
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ISBN9781424437023
1424437024
ISSN2160-133X
DOI10.1109/ICMLC.2009.5212513

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Summary:A sufficient condition of exponential stability is established for a class of neutral stochastic differential functional equations Markovian jumping parameters. The analysis consist in using Burkholder-Davis-Gundy lemma and Ito's formula derived for our stability purposes. The stability results derived also are applied to a piecewise deterministic system which arises quite often in practice in systems with multiple modes. An application to neutral stochastic differential functional equation is studied to illustrate our theory.
ISBN:9781424437023
1424437024
ISSN:2160-133X
DOI:10.1109/ICMLC.2009.5212513