带Markov跳跃参数的奇异随机微分方程指数稳定性

Exponential Stability of Singularly Stochastic Differential Equations with Markov Switching

通过构造新的Lyapunov函数,并利用矩阵范数的定义和性质,在Markov调制的随机微分方程的指数稳定性基础上,建立了Markov调制的奇异随机微分方程的p阶指数稳定性和几乎必然指数稳定性的条件并予以证明．

Singularly stochastic differential equation with Markov switching is studied. By constructing the new Lyapunov function,some sufficient conditions are obtained and prooved for p -moment exponential stability and almost surely exponential stability.