Dynamic Properties of Neutral Stochastic Differential Equations with Markovian Switching

doi:10.13371/j.cnki.chin.q.j.m.2018.03.010

Chinese Quarterly Journal of Mathematics ›› 2018, Vol. 33 ›› Issue (3): 313-323.doi: 10.13371/j.cnki.chin.q.j.m.2018.03.010

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Dynamic Properties of Neutral Stochastic Differential Equations with Markovian Switching

epartment of Mathematics, Huaiyin Normal University

Accepted:2018-03-16 Online:2018-09-30 Published:2020-10-08
About author:MA Peng-yu(1997-), male, native of Nanjing, Jiangsu, undergraduate of Huaiyin Normal University, engages in ordinary di®erential equation; DU Bo(1973-), male, native of Ma Anshan, Anhui, an associate professor Huaiyin Normal University, PHD, engages in ordinary di®erential equation.
Supported by:
supported by Natural Science Foundation of Jiangsu High Education Institutions of China(Grant No.17KJB110001)；

Abstract

Abstract: 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.

Key words: eutral, It^o formula, Markov chain, Stability

CLC Number:

O211.6

MA Peng-yu, DU Bo. Dynamic Properties of Neutral Stochastic Differential Equations with Markovian Switching[J]. Chinese Quarterly Journal of Mathematics, 2018, 33(3): 313-323.

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Dynamic Properties of Neutral Stochastic Differential Equations with Markovian Switching

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