ASYMPTOTIC STABILITY OF STOCHASTIC PANTOGRAPH DIFFERENTIAL EQUATIONS WITH MARKOVIAN SWITCHING

Authors

  • Feng Jiang DEPARTMENT OF CONTROL SCIENCE AND ENGINEERING, HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY, WUHAN 430074, PR CHINA
  • Hua Yang DEPARTMENT OF MATHEMATICS AND PHYSICS, WUHAN POLYTECHNIC UNIVERSITY, WUHAN 430023, PR CHINA.
  • Shenghua Wang DEPARTMENT OF MATHEMATICS, GYEONGSANG NATIONAL UNIVERSITY, CHINJU 660-701, KOREA.

Keywords:

Stochastic pantograph differential equations, Asymptotic stability, Generalized It ˆo formula, Markov chain

Abstract

In this paper, we investigate the almost surely asymptotic stability of the nonlinear stochastic pantograph differential equations (SPDEs) with Markovian switching under the weakened linear growth condition. Linear SPDEs with Markovian switching and nonlinear examples with Markovian switching will be discussed to illustrate the theory.

Additional Files

Published

12/09/2011

Issue

Vol. 1 No. 1 (2010): JNAO

Section

Research Articles

License

Copyright (c) 2024 Journal of Nonlinear Analysis and Optimization: Theory & Applications (JNAO)

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Copyright (c) 2010 Journal of Nonlinear Analysis and Optimization: Theory & Applications

Creative Commons License

This work is licensed under aย Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.