\(p\)th moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes

DOI10.1016/j.amc.2015.07.070zbMath1410.34224OpenAlexW1779191921MaRDI QIDQ668708

Juan-Miguel Gracia

Publication date: 19 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.07.070

zbMATH Keywords

Lévy processesneutral stochastic functional differential equations\(p\)th moment asymptotic stabilityalmost sure asymptotic stabilitycontinuous in probabilitycontinuous in the \(p\)th moment

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)

Related Items (4)

Stochastic invariance for hybrid stochastic differential equation with non-Lipschitz coefficients ⋮ Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup ⋮ Improved results on \(\mathcal{H}_{\infty}\) state estimation of static neural networks with interval time-varying delay ⋮ Stabilisation of hybrid stochastic systems with Lévy noise by discrete-time feedback control

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