比较原理和带马尔可夫调制的随机泛函微分方程(英文)

Comparison Principle on Stochastic Functional Differential Equations with Markovian Switching

本文考虑带马尔可夫调制的随机泛函微分方程解的不稳定性,通过建立的新的比较原理,得到一些不稳定的判据.

In this paper, a new coraparison principle for stochastic functional differential equations with Markovian Switching is established. It is necessary to point out that the new comparison principle established in this paper can be used to judge the instability for the equations we considered. Then, using this comparison principle, we obtain stochastic functional instability for this kind of equations. An example is given for illustration.