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)

• 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
• 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
• Robust finite-time \(H_{\infty }\) control of singular stochastic systems via static output feedback
• Stability of regime-switching stochastic differential equations
• Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
• Stability of stochastic neural networks of neutral type with Markovian jumping parameters: a delay-fractioning approach
• Stochastic stabilization of hybrid differential equations
• Numerical method for stationary distribution of stochastic differential equations with Markovian switching
• Observer-based networked control for continuous-time systems with random sensor delays
• A stochastic switched SIRS epidemic model with nonlinear incidence and vaccination: stationary distribution and extinction
• Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
• Robust finite-time \(H_\infty\) control for uncertain discrete jump systems with time delay
• Asymptotic stability of nonlinear hybrid stochastic systems driven by linear discrete time noises
• Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching
• Stabilization of hybrid systems by feedback control based on discrete-time state observations
• Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts
• Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching
• Stochastic population dynamics under regime switching
• Stability of regime-switching diffusions
• Unbiased \(H_\infty \) filtering for neutral Markov jump systems
• Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
• Stability analysis for neutral delay Markovian jump systems with nonlinear perturbations and partially unknown transition rates
• Stabilization of a class of stochastic differential equations with Markovian switching
• Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
• State estimation and sliding mode control for semi-Markovian jump systems with mismatched uncertainties
• Robust stability and controllability of stochastic differential delay equations with Markovian switching.
• Invariant distribution of stochastic Gompertz equation under regime switching
• Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations
• On the stability of jump-diffusions with Markovian switching
• Stability of singularly perturbed nonlinear stochastic hybrid systems
• Delay-dependent stability and \(h_{\infty }\) control of uncertain discrete-time Markovian jump systems with mode-dependent time delays
• Stability of nonlinear asynchronous systems
• Robust control of uncertain semi-Markovian jump systems using sliding mode control method
• Observer-based sliding mode control for stochastic nonlinear Markovian jump systems
• Finite-time \(H_\infty\) control for stochastic time-delayed Markovian switching systems with partly known transition rates and nonlinearity
• Optimal finite-time passive controller design for uncertain nonlinear Markovian jumping systems
• Almost sure state estimation for nonlinear stochastic systems with Markovian switching
• Non-fragile observer-based adaptive control of uncertain nonlinear stochastic Markovian jump systems via sliding mode technique
• Stability of impulsive stochastic differential equations with Markovian switching
• A note on sufficient conditions for asymptotic stability in distribution of stochastic differential equations with Markovian switching
• Stability of random-switching systems of differential equations
• Approximate solutions of stochastic differential delay equations with Markovian switching
• 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

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