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Dynamic Properties of Neutral Stochastic Differential Equations with Markovian Switching

Dynamic Properties of Neutral Stochastic Differential Equations with Markovian Switching
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摘要 A generalized neutral stochastic functional differential equation(NSFDE) with Markovian switching is studied. We will discuss some important properties of the solutions including boundedness and exponential stability by using Lyapunov-Krasovskii functional,Matrix inequality and some analysis techniques. Finally, an numerical example for neutral stochastic neural networks with Markovian switching is given to show the effectiveness of the results in this paper. A generalized neutral stochastic functional differential equation（NSFDE） with Markovian switching is studied. We will discuss some important properties of the solutions including boundedness and exponential stability by using Lyapunov-Krasovskii functional,Matrix inequality and some analysis techniques. Finally, an numerical example for neutral stochastic neural networks with Markovian switching is given to show the effectiveness of the results in this paper.
作者 MA Peng-yu DU Bo
机构地区 epartment of Mathematics
出处 《Chinese Quarterly Journal of Mathematics》 2018年第3期313-323,共11页 数学季刊（英文版）
基金 supported by Natural Science Foundation of Jiangsu High Education Institutions of China（Grant No.17KJB110001）
关键词 eutral ITO FORMULA MARKOV CHAIN Stability eutral Ito formula Markov chain Stability
分类号 O175.25 [理学—基础数学]
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共引文献17

Chinese Quarterly Journal of Mathematics
2018年 第3期

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