Stability of stochastic differential equations with Markovian switching

DOI10.1016/S0304-4149(98)00070-2MaRDI QIDQ1593585zbMATH OpenFDO

Authors Xuerong Mao

Publication date 17 January 2001

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

zbMATH Keywords

Brownian motionLyapunov exponentMarkovian switching

Mathematics Subject Classification ID

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

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• On stochastic logistic equation with Markovian switching and white noise
• Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays
• Numerical approximation of a stochastic age‐structured population model in a polluted environment with Markovian switching
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• Feller property for a special hybrid jump-diffusion model
• Stability of Discrete-Time Regime-Switching Dynamic Systems with Delays
• Sufficient conditions for non-stability of stochastic differential systems
• Quantitative analysis of hybrid parabolic systems with Markovian regime switching via practical stability
• Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching
• Exponential stability of hybrid stochastic functional differential systems with delayed impulsive effects: average impulsive interval approach
• Almost sure stability and stabilization for hybrid stochastic systems with time-varying delays
• Adaptive non-fragile sliding mode control for switched semi-Markov jump system with time-delay and attack via reduced-order method
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• Stability analysis for stochastic hybrid systems: a survey
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• Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
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• Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions
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• Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching
• Finite-time unbiased \(H_\infty\) filtering for discrete jump time-delay systems
• On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions
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• Gain-scheduled fault detection on stochastic nonlinear systems with partially known transition jump rates
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• Robust peak-to-peak filtering for Markov jump systems
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• On exponential stability for a class of uncertain neutral Markovian jump systems with mode-dependent delays
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• \(H_\infty\) scheduling control on stochastic neutral systems subject to actuator nonlinearity
• Exponential dissipativeness of the random-structure diffusion processes and problems of robust stabilization
• Stability analysis of the differential genetic regulatory networks model with time-varying delays and Markovian jumping parameters
• Linear-quadratic optimal control under non-Markovian switching
• Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching
• Stability of hybrid stochastic functional differential equations

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