Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching

DOI10.1016/j.apm.2008.12.016zbMath1185.60093WikidataQ115360502 ScholiaQ115360502MaRDI QIDQ967753

Jinying Tong, Zhen Ting Hou, Zhen Zhong Zhang

Publication date: 2 May 2010

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2008.12.016

zbMATH Keywords

convergence; Poisson process; phase semi-Markov process; the theta method

Mathematics Subject Classification ID

34K50: Stochastic functional-differential equations

Related Items

Advances on modeling and control of semi-Markovian switching systems: a survey, Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments, The first-passage times of phase semi-Markov processes, Stability analysis of semi-Markov switched stochastic systems, Convergence of the Euler-Maruyama method for CIR model with Markovian switching, Scaled consensus problem for multi-agent systems with semi-Markov switching topologies: a view from the probability, The novel sufficient conditions of almost sure exponential stability for semi-Markov jump linear systems, Stability analysis of discrete-time semi-Markov jump linear systems with partly unknown semi-Markov kernel

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