On exponential contraction of stochastic differential equations with Markovian switching
This work addresses the exponential contraction of stochastic differential equations with Markovian switching. By a novel approach, new explicit criteria for the exponential contraction in mean square are derived. An example is given to illustrate the effectiveness of the criteria.
Authors
- Pham Huu Anh Ngoc (ORCID: https://orcid.org/0000-0002-7958-9254)
Publication Details
- Journal
- Proceedings of the Romanian Academy Series A Mathematics Physics Technical Sciences Information Science
- Published
- 2025-09-15
- DOI
- https://doi.org/10.59277/pra-ser.a.26.2.02
- Primary Topic
- Control and Stability of Dynamical Systems
- Type
- article
- Field-Weighted Citation Impact
- 0.00