数学研究与评论
數學研究與評論
수학연구여평론
JOURNAL OF MATHEMATICAL RESEARCH AND EXPOSITION
2008年
3期
511-520
,共10页
Lyapunov function%delay equation%generalized It6's formula%Brownian motion%Markov chain
The main aim of this paper is to investigate the pth moment exponential stability of stochastic differential delay equations with Markovian switching. A specific Lyapunov function is introduced to obtain the required stability, and the almost sure exponential stability for the delay equations is discussed subsequently.
