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Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching |
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| Affiliation: | 1. Department of Statistics, Sungkyunkwan University, 25-2, Sungkyunkwan-ro, Jongno-gu, Seoul, 110-745, Republic of Korea;2. Mathematics Department, Tulane University, 6823 St. Charles Avenue, New Orleans, LA 70118, USA;3. Department of Statistics and Operations Research, UNC at Chapel Hill, CB#3260, Hanes Hall, Chapel Hill, NC 27599, USA |
| Abstract: | In this paper, some criteria on pth moment stability and almost sure stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching are obtained. Two examples are presented to illustrate our theories. |
| Keywords: | Stochastic differential delay equation Poisson jumps Markovian switching Moment stability Almost sure stability |
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