Stability analysis of second-order stochastic differential systems with Poisson jumps (Q6856782)

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

Stability analysis of second-order stochastic differential systems with Poisson jumps

scientific article; zbMATH DE number 8160973

Language	Label	Description	Also known as
default for all languages	No label defined
English	Stability analysis of second-order stochastic differential systems with Poisson jumps	scientific article; zbMATH DE number 8160973

Statements

instance of

scholarly article

0 references

title

Stability analysis of second-order stochastic differential systems with Poisson jumps (English)

0 references

0 references

0 references

18 February 2026

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Exponential stability of second-order stochastic evolution equations with Poisson jumps

0 references

Existence, uniqueness, and stability of mild solutions for second-order neutral stochastic evolution equations with infinite delay and Poisson jumps

0 references

On the controllability of nonlocal second-order impulsive neutral stochastic integro-differential equations with infinite delay

0 references

Controllability of the second-order nonlinear differential equations with non-instantaneous impulses

0 references

Optimal controls for second-order stochastic differential equations driven by mixed-fractional Brownian motion with impulses

0 references

Existence and exponential stability of mild solutions for second-order neutral stochastic functional differential equation with random impulses

0 references

Solvability and optimal control for second-order stochastic differential systems under the influence of delay and impulses

0 references

On the asymptotic analysis of bounded solutions to nonlinear differential equations of second order

0 references

An analysis on the optimal control results for second-order Sobolev-type delay differential inclusions of Clarke's subdifferential type

0 references

Stochastic Equations in Infinite Dimensions

0 references

Controllability and optimal control for a class of time-delayed fractional stochastic integro-differential systems

0 references

Optimal control of stochastic differential equations with random impulses and the Hamilton-Jacobi-Bellman equation

0 references

Optimal controls for multi-term fractional stochastic integro-differential equations with impulses and infinite delay

0 references

Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps

0 references

Noninstantaneous impulsive and nonlocal Hilfer fractional stochastic integrodifferential equations with fractional Brownian motion and Poisson jumps

0 references

Stability analysis of stochastic Benjamin-Bona-Mahony equation with Poisson jumps

0 references

The averaging principle of Hilfer fractional stochastic delay differential equations with Poisson jumps

0 references

Controllability of a second-order non-autonomous stochastic semilinear system with several delays in control

0 references

Approximate controllability of stochastic delay differential systems driven by Poisson jumps with instantaneous and noninstantaneous impulses

0 references

Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space

0 references

A note on exponential stability for impulsive neutral stochastic partial functional differential equations

0 references

Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion

0 references

A note on exponential stability for second-order neutral stochastic partial differential equations with infinite delays in the presence of impulses

0 references

Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion

0 references

Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps

0 references

Existence and exponential stability for impulsive neutral stochastic functional differential equations driven by fBm with noncompact semigroup via Mönch fixed point

0 references

Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion

0 references

Existence and exponential stability for neutral stochastic integro-differential equations with impulses driven by a Rosenblatt process

0 references

Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion

0 references

On exponential stability of mild solutions for some stochastic partial integrodifferential equations

0 references

Cosine families and abstract nonlinear second order differential equations

0 references

Q3678037

0 references

Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay

0 references

Identifiers

DOI

10.1080/00036811.2025.2527781

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Stability analysis of second-order stochastic differential systems with Poisson jumps