Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching (Q2356567): Difference between revisions

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English	Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching	scientific article

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scholarly article

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title

Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching (English)

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Mathematical Control and Related Fields

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publication date

30 July 2015

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zbMATH Keywords

functional differential equation

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Razumikhin-type theorem

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two-time-scale Markov chain

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stationary distribution

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moment exponential stability

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.3934/mcrf.2015.5.697

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cites work

Some remarks on a Markov chain modelling cooperative biological systems

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Stability of hybrid dynamic systems containing singularly perturbed random processes

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Threshold-Type Policies for Real Options Using Regime-Switching Models

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Q4845603

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Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model

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An invariance principle of Lyapunov-Razumikhin type for neutral functional differential equations

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Introduction to functional differential equations

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On the stability of systems with random parameters

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Input-to-output stability for systems described by retarded functional differential equations

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Q3883249

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Stability of regime-switching diffusions

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On Averaging Principles: An Asymptotic Expansion Approach

0 references

Stability of functional differential equations

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Q3137918

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Delay differential equations: with applications in population dynamics

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On the stability of processes defined by stochastic difference- differential equations

0 references

Stability and existence of diffusions with discontinuous or rapidly growing drift terms

0 references

Q3344923

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Weak convergence methods and singularly perturbed stochastic control and filtering problems

0 references

Stochastic population dynamics under regime switching. II

0 references

Control Lyapunov-Razumikhin functions and robust stabilization of time delay systems

0 references

Almost sure exponential stability of neutral stochastic differential difference equations

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Stability of stochastic differential equations with Markovian switching

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Q4435521

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Stochastic Differential Equations with Markovian Switching

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Connections between Razumikhin-type theorems and the ISS nonlinear small gain theorem

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Moment exponential stability of random delay systems with two-time-scale Markovian switching

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Stability of a pure random delay system with two-time-scale Markovian switching

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Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process

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Identification of Systems With Regime Switching and Unmodeled Dynamics

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Q4375487

0 references

Regularization and Stabilization of Randomly Switching Dynamic Systems

0 references

Hybrid switching diffusions. Properties and applications

0 references

Asymptotic stability in distribution of stochastic differential equations with Markovian switching.

0 references

Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach

0 references

Hybrid filtering for linear systems with non-Gaussian disturbances

0 references

Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model

0 references

Stability of random-switching systems of differential equations

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Identifiers

zbMATH Open document ID

1323.34091

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DOI

10.3934/mcrf.2015.5.697

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2356567

@@ Property / cites work @@
+Some remarks on a Markov chain modelling cooperative biological systems
+Normal rank
@@ Property / cites work @@
+Stability of hybrid dynamic systems containing singularly perturbed random processes
+Normal rank
@@ Property / cites work @@
+Threshold-Type Policies for Real Options Using Regime-Switching Models
+Normal rank
@@ Property / cites work @@
+Q4845603
@@ Property / cites work: Q4845603 / rank @@
+Normal rank
@@ Property / cites work @@
+Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model
+Normal rank
@@ Property / cites work @@
+An invariance principle of Lyapunov-Razumikhin type for neutral functional differential equations
+Normal rank
@@ Property / cites work @@
+Introduction to functional differential equations
@@ Property / cites work: Introduction to functional differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+On the stability of systems with random parameters
+Normal rank
@@ Property / cites work @@
+Input-to-output stability for systems described by retarded functional differential equations
+Normal rank
@@ Property / cites work @@
+Q3883249
@@ Property / cites work: Q3883249 / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of regime-switching diffusions
@@ Property / cites work: Stability of regime-switching diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+On Averaging Principles: An Asymptotic Expansion Approach
+Normal rank
@@ Property / cites work @@
+Stability of functional differential equations
@@ Property / cites work: Stability of functional differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q3137918
@@ Property / cites work: Q3137918 / rank @@
+Normal rank
@@ Property / cites work @@
+Delay differential equations: with applications in population dynamics
+Normal rank
@@ Property / cites work @@
+On the stability of processes defined by stochastic difference- differential equations
+Normal rank
@@ Property / cites work @@
+Stability and existence of diffusions with discontinuous or rapidly growing drift terms
+Normal rank
@@ Property / cites work @@
+Q3344923
@@ Property / cites work: Q3344923 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence methods and singularly perturbed stochastic control and filtering problems
+Normal rank
@@ Property / cites work @@
+Stochastic population dynamics under regime switching. II
+Normal rank
@@ Property / cites work @@
+Control Lyapunov-Razumikhin functions and robust stabilization of time delay systems
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of neutral stochastic differential difference equations
+Normal rank
@@ Property / cites work @@
+Stability of stochastic differential equations with Markovian switching
+Normal rank
@@ Property / cites work @@
+Q4435521
@@ Property / cites work: Q4435521 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations with Markovian Switching
+Normal rank
@@ Property / cites work @@
+Connections between Razumikhin-type theorems and the ISS nonlinear small gain theorem
+Normal rank
@@ Property / cites work @@
+Moment exponential stability of random delay systems with two-time-scale Markovian switching
+Normal rank
@@ Property / cites work @@
+Stability of a pure random delay system with two-time-scale Markovian switching
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process
+Normal rank
@@ Property / cites work @@
+Identification of Systems With Regime Switching and Unmodeled Dynamics
+Normal rank
@@ Property / cites work @@
+Q4375487
@@ Property / cites work: Q4375487 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularization and Stabilization of Randomly Switching Dynamic Systems
+Normal rank
@@ Property / cites work @@
+Hybrid switching diffusions. Properties and applications
+Normal rank
@@ Property / cites work @@
+Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
+Normal rank
@@ Property / cites work @@
+Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach
+Normal rank
@@ Property / cites work @@
+Hybrid filtering for linear systems with non-Gaussian disturbances
+Normal rank
@@ Property / cites work @@
+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
+Normal rank
@@ Property / cites work @@
+Stability of random-switching systems of differential equations
+Normal rank