Author:
Chang Yanqiang,Chen Huabin
Abstract
<p style='text-indent:20px;'>In this paper, the existence and uniquenesss, stability analysis for stochastic delay differential equations with Markovian switching driven by L<inline-formula><tex-math id="M1">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise are studied. The existence and uniqueness of such equations is simply shown by using the Picard iterative methodology. By using the generalized integral, the Lyapunov-Krasovskii function and the theory of stochastic analysis, the exponential stability in <inline-formula><tex-math id="M2">\begin{document}$ p $\end{document}</tex-math></inline-formula>th(<inline-formula><tex-math id="M3">\begin{document}$ p\geq2 $\end{document}</tex-math></inline-formula>) for stochastic delay differential equations with Markovian switching driven by L<inline-formula><tex-math id="M4">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise is firstly investigated. The almost surely exponential stability is also applied. Finally, an example is provided to verify our results derived.</p>
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献