Comparison theorem of one-dimensional stochastic hybrid delay systems
From MaRDI portal
Publication:2465782
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/
Brownian motioncomparison theoremMarkov chainstochastic differential equations with Markovian switching
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A comparison theorem for solutions of stochastic differential equations and its applications
- On a comparison theorem for solutions of stochastic differential equations and its applications
- Stochastic differential delay equations with Markovian switching
- Anticipated backward stochastic differential equations
- Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations
- A note on a comparison theorem for equations with different diffusions
- 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
This page was built for publication: Comparison theorem of one-dimensional stochastic hybrid delay systems