Dynamic Properties of Neutral Stochastic Differential Equations with Markovian Switching

MA Peng-yu, DU Bo

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

Dynamic Properties of Neutral Stochastic Differential Equations with Markovian Switching

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epartment of Mathematics, Huaiyin Normal University

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.

Accepted date: 2018-03-16

Online published: 2020-10-08

Supported by

supported by Natural Science Foundation of Jiangsu High Education Institutions of China(Grant No.17KJB110001)；

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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

Cite this article

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

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