Neutral Stochastic Differential Delay Equations with Markovian Switching

DOI10.1081/SAP-120022865zbMath1025.60028OpenAlexW2150942197MaRDI QIDQ4412395

T. L. Maizenberg, Xuerong Mao, V. B. Kolmanovskij, Alexander Matasov, Natalia Koroleva

Publication date: 14 July 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120022865

zbMATH Keywords

existence and uniquenessalmost sure exponential stabilityMarkovian switchingneutral stochastic differential delay equationsasymptotic boundednessexponential stability in \(p\)th mean

Mathematics Subject Classification ID

Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50) Stochastic integral equations (60H20)

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