Stability of stochastic differential equations with Markovian switching

DOI10.1016/S0304-4149(98)00070-2zbMATH Open0962.60043MaRDI QIDQ1593585FDOQ1593585

Authors: Xuerong Mao 

Publication date: 17 January 2001

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

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zbMATH Keywords

Brownian motionLyapunov exponentMarkovian switching

Mathematics Subject Classification ID

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

Cites Work

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Cited In (only showing first 100 items - show all)

• Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays
• Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching
• Dissipative control for Markov jump non-linear stochastic systems based on T–S fuzzy model
• Finite-time gain-scheduled control on stochastic bioreactor systems with partially known transition jump rates
• Stochastic \(\mathcal H_\infty\) finite-time control of discrete-time systems with packet loss
• Stochastic finite-time guaranteed cost control of Markovian jumping singular systems
• Finite-time \(H_\infty\) filtering for singular stochastic systems
• LMI-based robust \(H^\infty\) control of uncertain linear jump systems with time-delays
• Non-fragile finite-time filter design for time-delayed Markovian jumping systems via T-S fuzzy model approach
• Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions
• The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth
• Gain-scheduled fault detection on stochastic nonlinear systems with partially known transition jump rates
• Robust finite-time \(H _{\infty}\) control for nonlinear jump systems via neural networks
• Moment decay rates of infinite dimensional stochastic evolution equations with memory and Markovian jumps
• Robust peak-to-peak filtering for Markov jump systems
• On stochastic finite-time control of discrete-time fuzzy systems with packet dropout
• Asymptotic stochastic stability of the stochastic dynamical systems of the random structure with constant delay
• On exponential stability for a class of uncertain neutral Markovian jump systems with mode-dependent delays
• Linear-quadratic optimal control under non-Markovian switching
• Stochastic stability for uncertain neutral Markovian jump systems with nonlinear perturbations
• Robust \(H_{\infty}\) control for stochastic time-delay systems with Markovian jump parameters via parameter-dependent Lyapunov functionals
• p-Moment Stability of Stochastic Nonlinear Delay Systems with Impulsive Jump and Markovian Switching
• Robust finite-time \(H_\infty\) control for nonlinear Markovian jump systems with time delay under partially known transition probabilities
• Stability of nonlinear stochastic Markov jump system with mode-dependent delays and applications
• Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions
• Robust resilient \(H_\infty\) control for stochastic systems with Markovian jump parameters under partially known transition probabilities
• Reliability analysis of wireless sensor networks using Markovian model
• Stability analysis of stochastic differential equations with Markovian switching
• Gain-scheduled worst-case control on nonlinear stochastic systems subject to actuator saturation and unknown information
• Explicit conditions for asymptotic stability of stochastic Liénard-type equations with Markovian switching
• Asymptotic stability of semi-Markov modulated jump diffusions
• Adaptive observer-based fault estimation for stochastic Markovian jumping systems
• Delay-dependent robust fault detection for Markovian jump systems with partly unknown transition rates
• Dissipativity of diffusion Itô processes with Markovain switching and problems of robust stabilization
• Almost sure and moment exponential stability of regime-switching jump diffusions
• Input-output finite-time stabilization of Markovian jump systems with convex polytopic switching probabilities
• On existence and uniqueness of random impulsive differential equations
• On delay-dependent stability of Markov jump systems with distributed time-delays
• Robust Stochastic Stability for a Class of Singular Systems with Uncertain Markovian Jump and Time‐Varying Delay
• Observer-based finite-time \(H_\infty\) control of singular Markovian jump systems
• Exponential stability in mean square of impulsive stochastic difference equations with continuous time
• Exponential stability of stochastic generalized porous media equations with jump
• A class of discrete time generalized Riccati equations
• A sliding mode approach to robust stabilisation of Markovian jump linear time-delay systems with generally incomplete transition rates
• Robust stabilization of stochastic Markovian jumping systems via proportional-integral control
• On robust stability of singular systems with random abrupt changes
• Title not available (Why is that?)
• Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions
• Robust finite-time control for a class of extended stochastic switching systems
• Observer design for descriptor Markovian jumping systems with nonlinear perturbations
• Ultimate boundedness theorems for impulsive stochastic differential systems with Markovian switching
• Exponential stability with respect to part of the variables for a class of nonlinear stochastic systems with Markovian switchings
• Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems
• Reliable finite-time \(H_\infty\) filtering for discrete time-delay systems with Markovian jump and randomly occurring nonlinearities
• Stability of invariant sets of Itô stochastic differential equations with Markovian switching
• On delay-range-dependent stochastic stability conditions of uncertain neutral delay Markovian jump systems
• Properties of solutions of stochastic differential equations with continuous-state-dependent switching
• Backstepping controller design for a class of stochastic nonlinear systems with Markovian switching
• Resilient \(L_2-L_\infty\) filtering of uncertain Markovian jumping systems within the finite-time interval
• Robust finite-time stabilization of uncertain singular Markovian jump systems
• Robust \(L_2-l_\infty\) filtering of time-delay jump systems with respect to the finite-time interval
• Exponential synchronization of delayed Markovian jump complex networks with generally uncertain transition rates
• Neural-network-based finite-time \(H_\infty\) control for extended Markov jump nonlinear systems
• Stability analysis for impulsive stochastic delay differential equations with Markovian switching
• Razumikhin method and exponential stability of hybrid stochastic delay interval systems
• Finite-time synchronization of Markovian jump complex networks with partially unknown transition rates
• Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping.
• Neutral Stochastic Differential Delay Equations with Markovian Switching
• Sufficient conditions for non-stability of stochastic differential systems
• Fuzzy model-based fault detection for Markov jump systems
• Stability analysis for stochastic hybrid systems: a survey
• Stochastic Differential Equations with Markovian Switching
• Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
• Observer-based \(H_\infty\) control on stochastic nonlinear systems with time-delay and actuator nonlinearity
• Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
• Title not available (Why is that?)
• Gain-scheduled PI tracking control on stochastic nonlinear systems with partially known transition probabilities
• \(p\)-Moment stability of stochastic differential equations with impulsive jump and Markovian switching
• Mean square stability analysis of impulsive stochastic differential equations with delays
• Scientific biography of I. Ya. Kats
• Stability analysis of the differential genetic regulatory networks model with time-varying delays and Markovian jumping parameters
• The SIS epidemic model with Markovian switching
• Fault-tolerant control of Markovian jump stochastic systems via the augmented sliding mode observer approach
• Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay
• Stabilization and destabilization of hybrid systems of stochastic differential equations
• Passivity analysis for neural networks of neutral type with Markovian jumping parameters and time delay in the leakage term
• Stochastic finite-time boundedness of Markovian jumping neural network with uncertain transition probabilities
• Stability in distribution of competitive Lotka-Volterra system with Markovian switching
• Delay-dependent robust stabilization and \(H_{\infty }\) control for nonlinear stochastic systems with Markovian jump parameters and interval time-varying delays
• Finite-time stability and stabilization of nonlinear stochastic hybrid systems
• Stochastic population dynamics under regime switching. II
• \(n\) species impulsive migration model with Markovian switching
• Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations
• Mean square stabilization and mean square exponential stabilization of stochastic BAM neural networks with Markovian jumping parameters
• On stability and stabilizability of singular stochastic systems with delays
• Robust finite-time \(H_\infty\) control for Markovian jump systems with partially known transition probabilities
• Observer-based adaptive sliding mode control for nonlinear Markovian jump systems
• Stability of nonlinear regime-switching jump diffusion
• On state feedback stabilization of singular systems with random abrupt changes
• Finite-time \(L_1\) control for positive Markovian jump systems with partly known transition rates

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