A New Stability Criterion for Neutral Stochastic Delay Differential Equations with Markovian Switching
Author
Source
Mathematical Problems in Engineering
Issue
Vol. 2018, Issue 2018 (31 Dec. 2018), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2018-10-14
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
In this short paper, a new stability theorem for neutral stochastic delay differential equations with Markovian switching is investigated by applying stochastic analysis technique and Razumikhin stability approach.
A novel criterion of the pth moment exponential stability is derived for the related systems.
The feature of the criterion shows that the estimated upper bound for the diffusion operator of Lyapunov function is allowed to be indefinite, even if to be unbounded, which can loosen the constraints of the existing results.
Last, an example is provided to illustrate the usefulness and significance of the theoretical results.
American Psychological Association (APA)
Hu, Wei. 2018. A New Stability Criterion for Neutral Stochastic Delay Differential Equations with Markovian Switching. Mathematical Problems in Engineering،Vol. 2018, no. 2018, pp.1-8.
https://search.emarefa.net/detail/BIM-1208994
Modern Language Association (MLA)
Hu, Wei. A New Stability Criterion for Neutral Stochastic Delay Differential Equations with Markovian Switching. Mathematical Problems in Engineering No. 2018 (2018), pp.1-8.
https://search.emarefa.net/detail/BIM-1208994
American Medical Association (AMA)
Hu, Wei. A New Stability Criterion for Neutral Stochastic Delay Differential Equations with Markovian Switching. Mathematical Problems in Engineering. 2018. Vol. 2018, no. 2018, pp.1-8.
https://search.emarefa.net/detail/BIM-1208994
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1208994