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)

• 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
• Asymptotical boundedness and moment exponential stability for stochastic neutral differential equations with time-variable delay and Markovian switching
• Global stability and synchronization of Markovian switching neural networks with stochastic perturbation and impulsive delay
• Robust finite-time output feedback \(H_\infty\) control for stochastic jump systems with incomplete transition rates
• Robust \(H_\infty\) control for stochastic Markovian switching systems under partly known transition probabilities and actuator saturation via anti-windup design
• Observer-based finite-time stabilization for extended Markov jump systems
• Finite-time stabilization for positive Markovian jumping neural networks
• Observer design for stochastic one-sided Lipschitz Lur'e differential inclusion system
• \(p\)-moment stability of stochastic differential delay systems with impulsive jump and Markovian switching
• Impulsive pinning Markovian switching stochastic complex networks with time-varying delay
• On input-to-state stability of stochastic nonlinear systems with Markovian jumping parameters
• Stability of a class of stochastic nonlinear systems with Markovian switching
• Ergodicity of one-dimensional regime-switching diffusion processes
• A note on stability in distribution of Markov-modulated stochastic differential equations with reflection
• Robust reliable \(H_{\infty}\) control for nonlinear stochastic Markovian jump systems
• Stability analysis of Markov switched stochastic differential equations with both stable and unstable subsystems
• A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL
• Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching
• The \(p\)th moment boundedness of stochastic functional differential equations with Markovian switching
• Almost sure exponential stability of hybrid stochastic functional differential equations
• Stability analysis of two-sectors stochastic economic growth model
• Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching
• Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances
• \(L_1\) control for positive Markovian jump systems with time-varying delays and partly known transition rates
• Finite-time stochastic input-to-state stability of switched stochastic nonlinear systems
• Stability of regime-switching diffusion systems with discrete states belonging to a countable set
• One form of Lyapunov operator for stochastic dynamic system with Markov parameters
• Adaptive finite-time control of a class of Markovian jump nonlinear systems with parametric and dynamic uncertainties
• Non-fragile robust stabilization and \(H_\infty\) control for uncertain stochastic time delay systems with Markovian jump parameters and nonlinear disturbances
• Stability analysis for stochastic differential equations with infinite Markovian switchings
• \(p\)th moment exponential stability of hybrid stochastic functional differential equations by feedback control based on discrete-time state observations
• Advances in nonlinear hybrid stochastic differential delay equations: existence, boundedness and stability
• 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
• Title not available (Why is that?)
• 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

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