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)

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

• Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems
• Dynamics of a multigroup SIQS epidemic model under regime switching
• Exponential stability of hybrid stochastic functional differential systems with delayed impulsive effects: average impulsive interval approach
• Almost sure stability with general decay rate of neutral stochastic delayed hybrid systems with Lévy noise
• Asymptotic stability in distribution of stochastic systems with semi-Markovian switching
• Feller property for a special hybrid jump-diffusion model
• Adaptive non-fragile sliding mode control for switched semi-Markov jump system with time-delay and attack via reduced-order method
• Finite-time cluster synchronization for a class of fuzzy cellular neural networks via non-chattering quantized controllers
• Non-zero sum differential game for stochastic Markovian jump systems with partially unknown transition probabilities
• Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching
• Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions
• Nonsmooth stabilization of a class of Markovian jump stochastic nonlinear systems with parametric and dynamic uncertainties
• Multi-objective \(H_\infty\) control for vehicle active suspension systems with random actuator delay
• Numerical solution algorithms for stochastic differential systems with switching diffusion
• Distributed finite-time stochastic control for spatially interconnected Markovian jump systems
• On exponential stability of non-autonomous stochastic differential equations with Markovian switching
• Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching
• Stability of hybrid stochastic functional differential equations
• Stability and stabilisation of Itô stochastic systems with piecewise homogeneous Markov jumps
• Asynchronous synchronization of complex networks with switched adjacent matrices
• Advances in Stabilization of Hybrid Stochastic Differential Equations by Delay Feedback Control
• \(H_\infty\) leader-following consensus of nonlinear multi-agent systems under semi-Markovian switching topologies with partially unknown transition rates
• Dynamics of a multigroup SIS epidemic model with standard incidence rates and Markovian switching
• Cooperative adaptive fault-tolerant control for multi-agent systems with deception attacks
• Stabilization for hybrid stochastic systems by aperiodically intermittent control
• Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control
• Transmission dynamics of a high dimensional rabies epidemic model in a Markovian random environment
• Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process
• Stochastic functional differential equation under regime switching
• Threshold dynamics and sensitivity analysis of a stochastic semi-Markov switched SIRS epidemic model with nonlinear incidence and vaccination
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• Stochastic stabilization and destabilization of nonlinear and time‐varying hybrid systems by noise
• Verification theory and approximate optimal harvesting strategy for a stochastic competitive ecosystem subject to Lévy noise
• Analysis of a Bailey-Dietz model for vector-borne disease under regime switching
• Successful couplings for diffusion processes with state-dependent switching
• Almost sure stability of hybrid stochastic systems under asynchronous Markovian switching
• The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching
• Stabilization and destabilization of hybrid systems by periodic stochastic controls
• Dynamical behavior of stochastic Markov switching hepatitis B epidemic model with saturated incidence rate
• Input-output finite-time stabilization for MJSs with time-varying delay: an observer-based approach
• The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise
• Asymptotic behavior of solutions of pulse systems with small parameter and Markov switchings. I: Uniform boundedness of solutions
• $H_{\infty}$ FEEDBACK CONTROLS BASED ON DISCRETE-TIME STATE OBSERVATIONS FOR SINGULAR HYBRID SYSTEMS WITH NONHOMOGENEOUS MARKOVIAN JUMP
• Moment exponential stability analysis of Markovian jump stochastic differential equations with uncertain transition jump rates
• Delay-dependent robust stability of stochastic delay systems with Markovian switching
• Approximate solutions for a class of doubly perturbed stochastic differential equations
• Threshold dynamics and ergodicity of an SIRS epidemic model with semi-Markov switching
• Guaranteed cost control for Markovian jump systems with uncertain probabilities subject to channel fadings
• Exponential passivity conditions on neutral stochastic neural networks with leakage delay and partially unknown transition probabilities in Markovian jump
• Noise-to-state exponential stability of neutral random nonlinear systems
• Dynamics analysis of stochastic epidemic models with standard incidence
• 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
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• 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
• Resilient fault detection observer design of fuzzy Markovian jumping systems with mode-dependent time-varying delays
• Sliding mode control for Itô stochastic systems with Markovian switching
• Stochastic Liénard equations with state-dependent switching
• Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching.
• Observer-based finite-time control of time-delayed jump systems
• \(p\)-moment stability of stochastic differential equations with jumps
• Robust finite-time fuzzy \(H_\infty\) control for uncertain time-delay systems with stochastic jumps
• Filtering-based robust fault detection of fuzzy jump systems
• Mean-square exponential synchronization of Markovian switching stochastic complex networks with time-varying delays by pinning control
• Stabilisation of hybrid stochastic differential equations by delay feedback control
• Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
• Finite-time passivity and passification for stochastic time-delayed Markovian switching systems with partly known transition rates
• Cooperative relay tracking strategy for multi-agent systems with assistance of Voronoi diagrams
• Stability of a random diffusion with nonlinear drift
• Observer-based finite-time \(H_\infty\) control of discrete-time Markovian jump systems
• Exponential H_∞ filtering for stochastic Markovian jump systems with time delays

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