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Exponentiaql Stability Of Stochastic Differential Systems With Semi Markovian Swithing

Posted on:2016-12-23Degree:MasterType:Thesis
Country:ChinaCandidate:T QiaoFull Text:PDF
GTID:2180330461951636Subject:Basic mathematics
Abstract/Summary:PDF Full Text Request
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 Markov processes and define their generators under suitable condition. Secondly, we give some sufficient conditions for their exponential stability.
Keywords/Search Tags:semi Markovian process, Dynkin formula, exponential stability
PDF Full Text Request
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