Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise (Q2169034): Difference between revisions

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English	Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise	scientific article

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scholarly article

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Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise (English)

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Discrete and Continuous Dynamical Systems. Series B

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publication date

29 August 2022

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zbMATH Keywords

Lévy noises

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Markovian switching

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stochastic delay differential equations

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existence and uniqueness

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stability analysis

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.3934/dcdsb.2021301

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Reflected backward doubly stochastic differential equations with discontinuous barrier

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Nonlinear stochastic differential equations containing generalized delta processes

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Stability analysis for neutral stochastic delay systems with Markovian switching

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The truncated EM method for stochastic differential equations with Poisson jumps

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Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps

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Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

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Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations

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A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

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Convergence, nonnegativity and stability of a new Milstein scheme with applications to finance

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Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump

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A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients

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Stability analysis for impulsive stochastic delay differential equations with Markovian switching

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Almost sure stability with general decay rate of neutral stochastic delayed hybrid systems with Lévy noise

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Poisson stable solutions for stochastic differential equations with Lévy noise

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<i>p</i>-Moment Stability of Stochastic Nonlinear Delay Systems with Impulsive Jump and Markovian Switching

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Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching

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Exponential stability of stochastic differential delay equations

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Extensions of Razumikhin's theorem and Lyapunov-Krasovskii functional constructions for time-varying systems with delay

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Theory of stochastic differential equations with jumps and applications.

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\(p\)-th moment exponential stability of stochastic differential equations with impulse effect

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Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance

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Fractional Halanay inequality and application in neural network theory

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A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance

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The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations

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Stability of stochastic delay hybrid systems with jumps

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Delay-dependent exponential stability of stochastic systems with time-varying delay, nonlinearity, and Markovian switching

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Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching

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The stability with a general decay of stochastic delay differential equations with Markovian switching

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Comment on: ``Stability analysis of stochastic differential equations with Markovian switching'' [Systems \& Control Letters 61 (2012) 1209--1214]

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.3934/DCDSB.2021301

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Mathematics(1 entry)

mardi Publication:2169034

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