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作者:

Feng, Lichao (Feng, Lichao.) | Li, Shoumei (Li, Shoumei.) (学者:李寿梅) | Liu, Zhiyou (Liu, Zhiyou.) | Zheng, Shiqiu (Zheng, Shiqiu.)

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Scopus SCIE

摘要:

Robust stability has been one of the most popular topics in the study of stochastic functional differential equations with Markovian switching (SFDEwMSs), including stochastic delay differential equations with Markovian switching (hybrid SDDEs). Most of the existing results on the robust stability require that the drift coefficient f and diffusion coefficient g of the stochastic system are either linear or nonlinear with linear growth condition. Recently Hu, Mao and Zhang (IEEE Trans. Autom. Control 58: 2319-2332, 2013) obtained some new results for the robust stability of nonlinear hybrid SDDEs, requiring x(T)f and vertical bar g vertical bar(2) to be bounded by polynomials with the same orders. However, there are many SFDEwMSs which do not satisfy the above requirement. Hence the existing criteria on the robust stability are not applicable and we see the necessity to develop some new criteria. Our aim in this paper is to establish some new criteria for the robust stability of a class of SFDEwMSs, where x(T)f and vertical bar g vertical bar(2) are controlled by polynomials with different orders.

关键词:

asymptotic stability Brownian motion exponential stability generalized Ito formula robust stability stochastic functional differential equations with Markovian switching

作者机构:

  • [ 1 ] [Feng, Lichao]Beijing Univ Technol, Coll Appl Sci, 100 Pingleyuan, Beijing 100124, Peoples R China
  • [ 2 ] [Li, Shoumei]Beijing Univ Technol, Coll Appl Sci, 100 Pingleyuan, Beijing 100124, Peoples R China
  • [ 3 ] [Zheng, Shiqiu]Beijing Univ Technol, Coll Appl Sci, 100 Pingleyuan, Beijing 100124, Peoples R China
  • [ 4 ] [Feng, Lichao]North China Univ Sci & Technol, Coll Sci, 46 Xinhua Rd, Tangshan 063009, Hebei, Peoples R China
  • [ 5 ] [Zheng, Shiqiu]North China Univ Sci & Technol, Coll Sci, 46 Xinhua Rd, Tangshan 063009, Hebei, Peoples R China
  • [ 6 ] [Liu, Zhiyou]North China Univ Sci & Technol, Affiliated Hosp, 46 Xinhua Rd, Tangshan 063009, Hebei, Peoples R China

通讯作者信息:

  • 李寿梅

    [Li, Shoumei]Beijing Univ Technol, Coll Appl Sci, 100 Pingleyuan, Beijing 100124, Peoples R China

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来源 :

ADVANCES IN DIFFERENCE EQUATIONS

ISSN: 1687-1847

年份: 2016

4 . 1 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:45

中科院分区:4

被引次数:

WoS核心集被引频次: 3

SCOPUS被引频次: 3

ESI高被引论文在榜: 0 展开所有

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