Robust stability and controllability of stochastic differential delay equations with Markovian switching. (Q1428118): Difference between revisions

The authors investigate the almost surely asymptotic stability for nonlinear stochastic differential delay equations with Markovian switching. Most of the existing results on stochastic differential delay equations with Markovian switching are about the moment stability, while little is known on the almost surely asymptotic stability, which is the main topic of the present publication. The results on such stability are then applied to establish a sufficient condition for the controllability of linear stochastic delay equations with Markovian switching. The robust stability is discussed in the last section by using linear matrix inequalities.