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

DOI10.1016/J.SPL.2014.04.024zbMath1290.93204OpenAlexW1981270955MaRDI QIDQ2251676

Hai-Bo Li, Wen Zhang, Jun Ye

Publication date: 15 July 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.04.024

zbMATH Keywords

almost sure stabilityMarkovian switchingPoisson jumpsmoment stabilitystochastic differential delay equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Characteristic and Lyapunov exponents of ordinary differential equations (34D08)

Related Items (6)

Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise ⋮ The stability with a general decay of stochastic delay differential equations with Markovian switching ⋮ Nonlinear elliptic systems with variable exponents and measure data ⋮ Stability analysis between the hybrid stochastic delay differential equations with jumps and the Euler-Maruyama method ⋮ Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump ⋮ Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise

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