Comparison principle and stability of Ito stochastic differential delay equations with Poisson jump and Markovian switching

Nonlinear Analysis, Theory, Methods and Applications

Volumn 64, Issue 2, 2006, Pages 253-262

  Luo, Jiaowan ^a  

^a GUANGZHOU UNIVERSITY   (China)

Author keywords

Comparison principle; It stochastic differential equations; Markovian chain; Poisson measure; Stochastic stability

Indexed keywords

ASYMPTOTIC STABILITY; DIFFERENTIAL EQUATIONS; MARKOV PROCESSES; NONLINEAR EQUATIONS; POISSON DISTRIBUTION; PROBABILITY; SWITCHING;

COMPARISON PRINCIPLE; ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS; MARKOVIAN CHAIN; POISSON MEASURE; STOCHASTIC STABILITY;

STOCHASTIC CONTROL SYSTEMS;

EID: 28244450471     PISSN: 0362546X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.na.2005.06.048     Document Type: Article

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