On stability of hybrid stochastic equations (Q2761982)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On stability of hybrid stochastic equations |
scientific article; zbMATH DE number 1686637
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On stability of hybrid stochastic equations |
scientific article; zbMATH DE number 1686637 |
Statements
9 September 2003
0 references
stochastic functional-differential equations
0 references
stochastic delay differential-difference equations
0 references
almost-sure asymptotic stability
0 references
Lyapunov-Krasovskii-functionals
0 references
On stability of hybrid stochastic equations (English)
0 references
One-dimensional stochastic differential-difference equations driven by semimartingales are studied with respect to the almost-sure asymptotic stability and boundedness of their solutions. The authors make use of Lyapunov-Krasovskii-type functionals and Itô formula while exploiting the knowledge on Doob-Meyer decompositions of involved semimartingales. The analysis is separated into the cases of continuous and discrete time equations.
0 references
0.8342376947402954
0 references
0.8165963888168335
0 references
0.8080294728279114
0 references
0.8026412725448608
0 references
