On \(p\)th moment exponential stability of stochastic differential equations with Markovian switching and time-varying delay

DOI10.1186/s13660-015-0657-9zbMath1383.60049OpenAlexW2065624805WikidataQ59435534 ScholiaQ59435534MaRDI QIDQ2405771

Xue Tian, Enwen Zhu, Yueheng Wang

Publication date: 26 September 2017

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-015-0657-9

zbMATH Keywords

Markovian switchingtime-varying delay\(p\)th moment exponential stabilitygeneralized Halanay inequality

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)

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Cites Work

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• Stability of stochastic differential equations with Markovian switching
• Absolute exponential stability of recurrent neural networks with Lipschitz-continuous activation functions and time delays
• Stability of a random diffusion with linear drift
• \(p\)th moment stability analysis of stochastic recurrent neural networks with time-varying delays
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Stochastic Differential Equations with Markovian Switching

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