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Fixed Points And Stability Of Impulsive Stochastic Differential Equations With Markovian Switching

Posted on:2011-02-22Degree:MasterType:Thesis
Country:ChinaCandidate:X W ZhangFull Text:PDF
GTID:2120360308976577Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
In the paper, we use fixed points methods to study stability of impulsive stochastic differential equations with Markovian switching.The paper contains four chapters. In chapter 1, we first introduce the impulsive stochatic differential equations with Markovian switching. Also, we present some preliminary knowledges of this paper.In chapter 2, we present some methods used to study the stability of stochastic differential equations and their development , and the stability concepts of some kinds of stochastic differential equations, which we will consider in this paper.In chapter 3, we study the stability in mean square and p-th moment stability of impulsive stochastic differential equations with Markovian switching.In the last chapter, we give a summarry of this paper.
Keywords/Search Tags:Fixed points, Markovian switching, Impulsive stochastic differential equations, Stability
PDF Full Text Request
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