带Markov跳的中立型随机微分方程的指数稳定性

Exponential stability of neutral stochastic differential equations with Markov switches

讨论了带Markov跳的中立型随机微分方程的指数稳定性,利用It公式和局部鞅的收敛性定理,给出了带Markov跳的中立型随机微分方程指数稳定的一些充分条件,并通过一个具体例子对本文得到的结论进行了说明。

This paper discusses the exponential stability of neutral stochastic differential equations with Markov switches. Some sufficient conditions of exponential stability for neutral stochastic differential equations with Markov switches are given by using the generalized Ito formula and local martingale convergence theorem. A concrete example is also given for illustration.