New criterion of partial asymptotic stability in probability of stochastic differential equations

2013 ◽  
Vol 219 (23) ◽  
pp. 10961-10966 ◽  
Author(s):  
Oleksiy Ignatyev
Keyword(s):  
Asymptotic Stability ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Stability In Probability ◽  
Asymptotic Stability In Probability ◽  
New Criterion

On the Partial Stochastic Stability of Stochastic Differential Delay Equations with Markovian Switching

2013 ◽  
Vol 765-767 ◽  
pp. 709-712 ◽  
Author(s):  
De Zhi Liu ◽  
Wei Qun Wang
Keyword(s):  
Asymptotic Stability ◽  
Stochastic Stability ◽  
Sufficient Conditions ◽  
Delay Equations ◽  
Markovian Switching ◽  
Differential Delay ◽  
Stability In Probability ◽  
Differential Delay Equations ◽  
Stochastic Differential Delay Equations ◽  
Asymptotic Stability In Probability

In the paper, we are concerned with the partial asymptotic stochastic stability (stability in probability) of stochastic differential delay equations with Markovian switching (SDDEwMSs), the sufficient conditions for partial asymptotic stability in probability have been given and we have generalized some results of Sharov and Ignatyev to cover a class of much more general SDDEwMSs.

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