The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth (Q413249): Difference between revisions
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Property / author: Lei Liu / rank | |||
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Property / author: Yi Shen / rank | |||
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Property / Mathematics Subject Classification ID: 93E15 / rank | |||
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Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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Property / Mathematics Subject Classification ID: 93D20 / rank | |||
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Property / zbMATH DE Number: 6030942 / rank | |||
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asymptotic stability | |||
Property / zbMATH Keywords: asymptotic stability / rank | |||
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Markovian chain | |||
Property / zbMATH Keywords: Markovian chain / rank | |||
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semi-martingale convergence theorem | |||
Property / zbMATH Keywords: semi-martingale convergence theorem / rank | |||
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exponential stability | |||
Property / zbMATH Keywords: exponential stability / rank | |||
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Brownian motion | |||
Property / zbMATH Keywords: Brownian motion / rank | |||
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Itô's formula | |||
Property / zbMATH Keywords: Itô's formula / rank | |||
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Revision as of 19:02, 29 June 2023
scientific article
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English | The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth |
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Statements
The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth (English)
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4 May 2012
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asymptotic stability
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Markovian chain
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semi-martingale convergence theorem
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exponential stability
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Brownian motion
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Itô's formula
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