Robust stability and controllability of stochastic differential delay equations with Markovian switching

Authors:
Chenggui Yuan;Xuerong Mao
Affiliations:
Department of Statistics and Modelling Science, University of Strathclyde, Glasgow G1 1XH, UK;Department of Statistics and Modelling Science, University of Strathclyde, Glasgow G1 1XH, UK
Venue:
Automatica (Journal of IFAC)
Year:
2004

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Abstract

In this paper, we investigate the almost surely asymptotic stability for the nonlinear stochastic differential delay equations with Markovian switching. Some sufficient criteria on the controllability and robust stability are also established for linear stochastic differential delay equations with Markovian switching.