Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation (Q1755929): Difference between revisions

Latest revision as of 08:32, 11 December 2024

scientific article

Language	Label	Description	Also known as
English	Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation	scientific article

Statements

instance of

scholarly article

0 references

title

Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation (English)

0 references

0 references

0 references

0 references

Discrete and Continuous Dynamical Systems. Series B

0 references

publication date

11 January 2019

0 references

zbMATH Keywords

stochastic differential equations

0 references

asymptotic boundedness

0 references

asymptotic stability

0 references

numerical analysis

0 references

Markovian switching

0 references

Levy jumps

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.3934/dcdsb.2018198

0 references

cites work

Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients

0 references

Continuous-time Markov chains. An applications-oriented approach

0 references

Lévy Processes and Stochastic Calculus

0 references

Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise

0 references

Convergence rate of numerical solutions to SFDEs with jumps

0 references

Approximations for Solutions of Lévy-Type Stochastic Differential Equations

0 references

Strong approximations of stochastic differential equations with jumps

0 references

The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps

0 references

Numerical methods for nonlinear stochastic differential equations with jumps

0 references

Stability and boundedness of nonlinear hybrid stochastic differential delay equations

0 references

Robust Stability and Boundedness of Nonlinear Hybrid Stochastic Differential Delay Equations

0 references

Jump-diffusion processes in random environments

0 references

Q3883249

0 references

Q5700325

0 references

Approximate solutions of stochastic differential delay equations with Markovian switching

0 references

The Almost Sure Asymptotic Stability and $p$th Moment Asymptotic Stability of Nonlinear Stochastic Differential Systems With Polynomial Growth

0 references

Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps

0 references

LaSalle-type theorems for stochastic differential delay equations

0 references

A note on the LaSalle-type theorems for stochastic differential delay equations

0 references

Khasminskii-Type Theorems for Stochastic Differential Delay Equations

0 references

Stochastic Differential Equations with Markovian Switching

0 references

Q4369402

0 references

Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions

0 references

Q2720356

0 references

Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation

0 references

Adaptive Weak Approximation of Diffusions with Jumps

0 references

Applied stochastic control of jump diffusions.

0 references

Numerical solution of stochastic differential equations with jumps in finance

0 references

Q4401837

0 references

Theory of stochastic differential equations with jumps and applications.

0 references

Khasminskii-type theorems for stochastic functional differential equations

0 references

Stability for multidimensional jump-diffusion processes

0 references

Suppression and stabilisation of noise

0 references

Stochastic suppression and stabilization of delay differential systems

0 references

The LaSalle-type theorem for neutral stochastic functional differential equations with infinite delay

0 references

On the stability of jump-diffusions with Markovian switching

0 references

Asymptotic properties of jump-diffusion processes with state-dependent switching

0 references

Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching

0 references

Stability of nonlinear regime-switching jump diffusion

0 references

Hybrid switching diffusions. Properties and applications

0 references

Stability of Regime-Switching Jump Diffusions

0 references

Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients

0 references

Approximate solutions of stochastic differential delay equations with Markovian switching

0 references

On the exponential stability of switching-diffusion processes with jumps

0 references

Robustness of hybrid neutral differential systems perturbed by noise

0 references

Asymptotic stability in the $p$th moment for stochastic differential equations with Lévy noise

0 references

Identifiers

zbMATH Open document ID

1404.60086

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

10.3934/DCDSB.2018198

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1755929

@@ Property / DOI @@
-.3934/dcdsb.2018198
@@ Property / DOI: 10.3934/dcdsb.2018198 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.3934/dcdsb.2018198
+Normal rank
@@ Property / OpenAlex ID @@
+W2796187966
@@ Property / OpenAlex ID: W2796187966 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Continuous-time Markov chains. An applications-oriented approach
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
+Normal rank
@@ Property / cites work @@
+Convergence rate of numerical solutions to SFDEs with jumps
+Normal rank
@@ Property / cites work @@
+Approximations for Solutions of Lévy-Type Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Strong approximations of stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps
+Normal rank
@@ Property / cites work @@
+Numerical methods for nonlinear stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Stability and boundedness of nonlinear hybrid stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Robust Stability and Boundedness of Nonlinear Hybrid Stochastic Differential Delay Equations
+Normal rank
@@ Property / cites work @@
+Jump-diffusion processes in random environments
@@ Property / cites work: Jump-diffusion processes in random environments / rank @@
+Normal rank
@@ Property / cites work @@
+Q3883249
@@ Property / cites work: Q3883249 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5700325
@@ Property / cites work: Q5700325 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate solutions of stochastic differential delay equations with Markovian switching
+Normal rank
@@ Property / cites work @@
+The Almost Sure Asymptotic Stability and $p$th Moment Asymptotic Stability of Nonlinear Stochastic Differential Systems With Polynomial Growth
+Normal rank
@@ Property / cites work @@
+Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
+Normal rank
@@ Property / cites work @@
+LaSalle-type theorems for stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+A note on the LaSalle-type theorems for stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Khasminskii-Type Theorems for Stochastic Differential Delay Equations
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations with Markovian Switching
+Normal rank
@@ Property / cites work @@
+Q4369402
@@ Property / cites work: Q4369402 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions
+Normal rank
@@ Property / cites work @@
+Q2720356
@@ Property / cites work: Q2720356 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation
+Normal rank
@@ Property / cites work @@
+Adaptive Weak Approximation of Diffusions with Jumps
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions.
@@ Property / cites work: Applied stochastic control of jump diffusions. / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of stochastic differential equations with jumps in finance
+Normal rank
@@ Property / cites work @@
+Q4401837
@@ Property / cites work: Q4401837 / rank @@
+Normal rank
@@ Property / cites work @@
+Theory of stochastic differential equations with jumps and applications.
+Normal rank
@@ Property / cites work @@
+Khasminskii-type theorems for stochastic functional differential equations
+Normal rank
@@ Property / cites work @@
+Stability for multidimensional jump-diffusion processes
+Normal rank
@@ Property / cites work @@
+Suppression and stabilisation of noise
@@ Property / cites work: Suppression and stabilisation of noise / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic suppression and stabilization of delay differential systems
+Normal rank
@@ Property / cites work @@
+The LaSalle-type theorem for neutral stochastic functional differential equations with infinite delay
+Normal rank
@@ Property / cites work @@
+On the stability of jump-diffusions with Markovian switching
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of jump-diffusion processes with state-dependent switching
+Normal rank
@@ Property / cites work @@
+Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching
+Normal rank
@@ Property / cites work @@
+Stability of nonlinear regime-switching jump diffusion
+Normal rank
@@ Property / cites work @@
+Hybrid switching diffusions. Properties and applications
+Normal rank
@@ Property / cites work @@
+Stability of Regime-Switching Jump Diffusions
@@ Property / cites work: Stability of Regime-Switching Jump Diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
+Normal rank
@@ Property / cites work @@
+Approximate solutions of stochastic differential delay equations with Markovian switching
+Normal rank
@@ Property / cites work @@
+On the exponential stability of switching-diffusion processes with jumps
+Normal rank
@@ Property / cites work @@
+Robustness of hybrid neutral differential systems perturbed by noise
+Normal rank
@@ Property / cites work @@
+Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise
+Normal rank
@@ Property / DOI @@
+.3934/DCDSB.2018198
@@ Property / DOI: 10.3934/DCDSB.2018198 / rank @@
+Normal rank