Stochastic Stability of Ito Differential Equations With Semi-Markovian Jump Parameters

Peng Shi, Nguang Sing Kiong, Zhenting Hou, Luo Jiaowan

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

Crynodeb

In this note, the problem of stochastic stability for linear systems with jump parameters being semi-Markovian rather than full Markovian is further investigated. In particular, the system under consideration is described by Itô type nonlinear stochastic differential equations with phase type semi-Markovian jump parameters. Stochastic stability conditions are presented.
Iaith wreiddiolSaesneg
CyfnodolynAutomatic Control, IEEE Transactions
Cyfrol51
Rhif cyhoeddi8
Dynodwyr Gwrthrych Digidol (DOIs)
StatwsCyhoeddwyd - 14 Awst 2006

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