In the present paper we first obtain the comparison principle for the nonlinear stochastic differentialdelay equations with Markovian switching. Later, using this comparison principle, we obtain some stabilitycriteria...In the present paper we first obtain the comparison principle for the nonlinear stochastic differentialdelay equations with Markovian switching. Later, using this comparison principle, we obtain some stabilitycriteria, including stability in probability, asymptotic stability in probability, stability in the pth mean, asymptoticstability in the pth mean and the pth moment exponential stability of such equations. Finally, an example isgiven to illustrate the effectiveness of our results.展开更多
基金This work was supported by the National Natural Science Foundation of China (Grant No. 10171009) Tianyuan Young Fund of China (Grant No. 10226009).
文摘In the present paper we first obtain the comparison principle for the nonlinear stochastic differentialdelay equations with Markovian switching. Later, using this comparison principle, we obtain some stabilitycriteria, including stability in probability, asymptotic stability in probability, stability in the pth mean, asymptoticstability in the pth mean and the pth moment exponential stability of such equations. Finally, an example isgiven to illustrate the effectiveness of our results.
