长春大学学报（自然科学版）2009，Vol.19Issue(3)：41-45,5.
带Markov跳的中立型随机微分方程的指数稳定性
Exponential stability of neutral stochastic differential equations with Markov switches
摘要
Abstract
This paper discusses the exponential stability of neutral stochastic differential equations with Markov switches. Some suffi-cient conditions of exponential stability for neutral stochastic differential equations with Markov switches are given by using the general-ized Ito formula and local martingale convergence theorem. A concrete example is also given for illustration.关键词
Brown运动/Lyapunov函数/Markov链/Ito公式Key words
Brownian motion/Lyapunov function/Markov chain/Ito formula分类
数理科学引用本文复制引用
段莹莹,张启敏..带Markov跳的中立型随机微分方程的指数稳定性[J].长春大学学报（自然科学版）,2009,19(3):41-45,5.基金项目
教育部重点基金资助项目(208160) （208160）
宁夏自然基金资助项目(NZ0835) （NZ0835）
