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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• Random differential inequalities
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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.
• Nonfragile robust controller for linear Markovian jumping parameter systems with multiplicative Brownian disturbance
• On stochastic logistic equation with Markovian switching and white noise
• \(p\)th moment absolute exponential stability of stochastic control system with Markovian switching
• Almost sure stability and stabilization for hybrid stochastic systems with time-varying delays
• Quantitative analysis of hybrid parabolic systems with Markovian regime switching via practical stability
• Stability of regime-switching processes under perturbation of transition rate matrices
• Stochastic stability of neutral-type Markovian-jumping BAM neural networks with time varying delays
• Robust stability and stabilization of linear stochastic systems with Markovian switching and uncertain transition rates
• Stochastic differential equations with multi-Markovian switching
• Title not available (Why is that?)
• 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
• Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
• Finite-time stabilization of switched stochastic nonlinear systems with mixed odd and even powers
• Threshold dynamics and ergodicity of an SIRS epidemic model with Markovian switching
• Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems
• Convergence of numerical solutions to stochastic differential equations with Markovian switching
• An analytic approximation of solutions of stochastic differential delay equations with Markovian switching
• Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique
• Structured robust stability and boundedness of nonlinear hybrid delay systems
• Advances in stabilization of highly nonlinear hybrid delay systems
• Exponential dissipativeness of the random-structure diffusion processes and problems of robust stabilization
• Random periodic solutions for a class of hybrid stochastic differential equations
• Near optimal control for a class of stochastic hybrid systems
• Finite-time \(H_\infty\) control for stochastic Markovian jump systems with time-varying delay and generally uncertain transition rates
• Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay
• On the exponential stability of switching-diffusion processes with jumps
• Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching
• \( \mathcal{H}_\infty\) consensus for nonlinear stochastic multi-agent systems with time delay
• Taylor approximation of stochastic functional differential equations with the Poisson jump
• Markovian switching for near-optimal control of a stochastic SIV epidemic model
• Stability in distribution of stochastic differential delay equations with Markovian switching
• Robust stability of a class of stochastic functional differential equations with Markovian switching

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