LaSalle-type theorem for neutral stochastic functional differential equations with Markovian switching
- Resource Type
- Conference
- Authors
- Tong, Wang; Yongsheng, Ding; Lei, Zhang
- Source
- Proceedings of the 31st Chinese Control Conference Control Conference (CCC), 2012 31st Chinese. :117-122 Jul, 2012
- Subject
- Robotics and Control Systems
Power, Energy and Industry Applications
Components, Circuits, Devices and Systems
Computing and Processing
Communication, Networking and Broadcast Technologies
Equations
Switches
Asymptotic stability
Differential equations
Indium tin oxide
Educational institutions
Lyapunov methods
Lyapunov function
LaSalle's theorem
Itô's formula
supermartingale convergence theorem
- Language
- ISSN
- 1934-1768
2161-2927
The main aim of this paper is to establish the LaSalle-type theorem for the solution of the neutral stochastic differential functional equations (NSDFEs) with Markovian switching. These stochastic versions are then applied to establish sufficient criteria for the stochastically asymptotic stability of the functional equations. Linear NSDFEs with Markovian switching examples will be discussed to illustrate the theory.