Stochastic stability of stochasticdifferential systems with semi-Markovian switching
首发时间:2017-05-11
Abstract:In this paper, we investigates the stability of switched stochastic differential systems whose switching signal is a semi-Markovian process. Firstly, we transform this kind of systems to Markovprocesses and define their generators under suitable condition.Secondly, we give some sufficient conditions for their exponentialstability.
keywords: Semi Markovian process Dynkin formula exponentialstability
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No.4732346410014938****
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