Partial practical exponential stability of neutral stochastic functional differential equations with Markovian switching

DOI10.1007/S00009-021-01786-6zbMATH Open1480.60153OpenAlexW3169677049WikidataQ115390261 ScholiaQ115390261MaRDI QIDQ2039632FDOQ2039632

Authors: Lassaad Mchiri, Mohamed Rhaima, T. Caraballo 

Publication date: 5 July 2021

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00009-021-01786-6

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• scientific article; zbMATH DE number 7366522

zbMATH Keywords

neutral stochastic functional differential equationsMarkovian switchingLyapunov techniquespartial exponential stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)

Cites Work

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• Stochastic Differential Equations with Markovian Switching
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• Practical Asymptotic Stability of Nonlinear Stochastic Evolution Equations
• Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
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• Partial asymptotic stability in probability of stochastic differential equations
• Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition
• On the practical global uniform asymptotic stability of stochastic differential equations

Cited In (8)

• On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay
• Quantitative analysis of hybrid parabolic systems with Markovian regime switching via practical stability
• Exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching
• Neutral stochastic functional differential equations with Markovian switchings
• Partial stability analysis of stochastic differential equations with a general decay rate
• Exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching
• Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition
• Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise

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