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LaSalle-type theorem for neutral stochastic functional differential equations with Markovian switching

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3 Author(s)
Wang Tong ; Coll. of Inf. Sci. & Technol., Donghua Univ., Shanghai, China ; Ding Yongsheng ; Zhang Lei

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.

Published in:
Control Conference (CCC), 2012 31st Chinese

Date of Conference: 25-27 July 2012

Page(s):
117 - 122
ISSN :
1934-1768
Print ISBN:
978-1-4673-2581-3
INSPEC Accession Number:
13221443
Conference Location :
Hefei
Product Type:
Conference Publications

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