Comparison theorem of one-dimensional stochastic hybrid delay systems

Systems and Control Letters

Volumn 57, Issue 1, 2008, Pages 56-63

  Yang, Zhe ^a   Mao, Xuerong ^b   Yuan, Chenggui ^c  

^a SHANDONG UNIVERSITY   (China)

^b UNIVERSITY OF STRATHCLYDE   (United Kingdom)

^c SWANSEA UNIVERSITY   (United Kingdom)

Author keywords

Brownian motion; Comparison theorem; Markov chain; Stochastic differential equations with Markovian switching

Indexed keywords

BROWNIAN MOVEMENT; DIFFERENTIAL EQUATIONS; MARKOV PROCESSES; STOCHASTIC CONTROL SYSTEMS;

COMPARISON THEOREM; STOCHASTIC DIFFERENTIAL EQUATIONS WITH MARKOVIAN SWITCHING;

THEOREM PROVING;

EID: 36048945040     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sysconle.2007.06.014     Document Type: Article

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