Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
753014 | Systems & Control Letters | 2008 | 8 Pages |
Abstract
The comparison theorem of stochastic differential equations has been investigated by many authors. However, little research is available on the comparison theorem of stochastic hybrid systems, which is the topic of this paper. The systems discussed is stochastic delay differential equations with Markovian switching. It is an important class of hybrid systems.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Zhe Yang, Xuerong Mao, Chenggui Yuan,