Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise (Q5056568): Difference between revisions

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scientific article; zbMATH DE number 7629410

Language	Label	Description	Also known as
English	Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise	scientific article; zbMATH DE number 7629410

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instance of

scholarly article

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title

Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise (English)

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International Journal of Control

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publication date

8 December 2022

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zbMATH Keywords

Markovian switching

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jump diffusions

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moment exponential stability

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stabilisation

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Lévy noise

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/00207179.2021.1971301

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cites work

Lévy Processes and Stochastic Calculus

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Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise

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STOCHASTIC STABILIZATION OF DYNAMICAL SYSTEMS USING LÉVY NOISE

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Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions

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Recurrence and ergodicity for A class of regime-switching jump diffusions

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Financial Modelling with Jump Processes

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Stability of stochastic functional differential equations with random switching and applications

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A Stochastic Differential Equation SIS Epidemic Model

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Stability of regime-switching jump diffusion processes

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A Jump-Diffusion Model for Option Pricing

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Sufficient and necessary conditions of stochastic permanence and extinction for stochastic logistic populations under regime switching

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On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps

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Stability of stochastic differential equations with Markovian switching

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Stochastic Differential Equations with Markovian Switching

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Stability and Recurrence of Regime-Switching Diffusion Processes

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Stability analysis for stochastic hybrid systems: a survey

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Optimal control and numerical methods for hybrid stochastic SIS models

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Exponential contraction of switching jump diffusions with a hidden Markov chain

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

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Stability of Regime-Switching Jump Diffusions

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On the exponential stability of switching-diffusion processes with jumps

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Feynman–Kac formulas for regime-switching jump diffusions and their applications

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Razumikhin-type theorem for stochastic functional differential equations with Lévy noise and Markov switching

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Mean square exponential stability of stochastic nonlinear delay systems

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Almost Sure and $p$th-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems

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Identifiers

zbMATH Open document ID

1505.93214

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DOI

10.1080/00207179.2021.1971301

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5056568

@@ 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 @@
+STOCHASTIC STABILIZATION OF DYNAMICAL SYSTEMS USING LÉVY NOISE
+Normal rank
@@ Property / cites work @@
+Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions
+Normal rank
@@ Property / cites work @@
+Recurrence and ergodicity for A class of regime-switching jump diffusions
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of stochastic functional differential equations with random switching and applications
+Normal rank
@@ Property / cites work @@
+A Stochastic Differential Equation SIS Epidemic Model
+Normal rank
@@ Property / cites work @@
+Stability of regime-switching jump diffusion processes
+Normal rank
@@ Property / cites work @@
+A Jump-Diffusion Model for Option Pricing
@@ Property / cites work: A Jump-Diffusion Model for Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Sufficient and necessary conditions of stochastic permanence and extinction for stochastic logistic populations under regime switching
+Normal rank
@@ Property / cites work @@
+On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Stability of stochastic differential equations with Markovian switching
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations with Markovian Switching
+Normal rank
@@ Property / cites work @@
+Stability and Recurrence of Regime-Switching Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Stability analysis for stochastic hybrid systems: a survey
+Normal rank
@@ Property / cites work @@
+Optimal control and numerical methods for hybrid stochastic SIS models
+Normal rank
@@ Property / cites work @@
+Exponential contraction of switching jump diffusions with a hidden Markov chain
+Normal rank
@@ Property / cites work @@
+Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching
+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 @@
+On the exponential stability of switching-diffusion processes with jumps
+Normal rank
@@ Property / cites work @@
+Feynman–Kac formulas for regime-switching jump diffusions and their applications
+Normal rank
@@ Property / cites work @@
+Razumikhin-type theorem for stochastic functional differential equations with Lévy noise and Markov switching
+Normal rank
@@ Property / cites work @@
+Mean square exponential stability of stochastic nonlinear delay systems
+Normal rank
@@ Property / cites work @@
+Almost Sure and $p$th-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems
+Normal rank