Stability analysis for stochastic differential equations with infinite Markovian switchings
| Autor: | Hongji Ma, Yingmin Jia |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
0209 industrial biotechnology
Applied Mathematics Mathematical analysis Markov process 02 engineering and technology 01 natural sciences Stability (probability) Stochastic partial differential equation Stochastic differential equation symbols.namesake 020901 industrial engineering & automation Exponential stability Stability theory 0103 physical sciences symbols Countable set Circle criterion 010306 general physics Analysis Mathematics |
| Zdroj: | Journal of Mathematical Analysis and Applications. 435:593-605 |
| ISSN: | 0022-247X |
| Popis: | This paper is concerned with stability analysis of linear Ito stochastic differential equations with countably infinite Markovian switchings. A spectral criterion is proposed for exponential stability of the considered models. By means of the established spectral criterion, the relationship between exponential stability and stochastic ( L 2 ) stability is clarified. Moreover, under the disturbance of random signals with finite energy, a sufficient condition is presented for L 2 input–output stability of the perturbed stochastic differential equations. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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