Comparison theorem of one-dimensional stochastic hybrid delay systems

DOI10.1016/j.sysconle.2007.06.014zbMath1130.60065OpenAlexW2024851684MaRDI QIDQ2465782

Xuerong Mao, Zhe Yang, Chenggui Yuan

Publication date: 8 January 2008

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/13802/

zbMATH Keywords

Brownian motioncomparison theoremMarkov chainstochastic differential equations with Markovian switching

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (12)

Order preservation for path-distribution dependent SDEs ⋮ BSDEs and SDEs with time-advanced and -delayed coefficients ⋮ Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion ⋮ Comparison theorem for path dependent SDEs driven by G-Brownian motion ⋮ Comparison theorem for stochastic differential delay equations with jumps ⋮ Comparison theorem for stochastic functional differential equations and applications ⋮ Order preservation for multidimensional stochastic functional differential equations with jumps ⋮ \(p\)th moment exponential stability of hybrid stochastic functional differential equations by feedback control based on discrete-time state observations ⋮ The protection zone for biological population in random environment ⋮ Comparison theorem for distribution-dependent neutral SFDEs ⋮ Distribution dependent stochastic differential equations ⋮ Multiple Solutions to Stochastic Differential Delay Equations and a Related Comparison Theorem

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• A note on comparison theorems for stochastic differential equations with respect to semimartingales
• A delay-dependent stability criterion for systems with uncertain time-invariant delays
• Hybrid Systems: Computation and Control
• Local Behaviour of Solutions of Stochastic Integral Equations

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