On exponential stability of non-autonomous stochastic differential equations with Markovian switching

DOI10.1016/J.SPL.2022.109602zbMATH Open1500.60034OpenAlexW4285022613WikidataQ115341050 ScholiaQ115341050MaRDI QIDQ2170251FDOQ2170251

Authors Bich T. N. Le, Ky Tran 

Publication date 30 August 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2022.109602

zbMATH Keywords

moment exponential stabilityalmost sure exponential stabilityMarkovian switchingnon-autonomous stochastic differential equation

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic stability in control theory (93E15)

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Cites work

• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Almost sure and \(p\)th-moment stability and stabilization of regime-switching jump diffusion systems
• Almost sure and moment exponential stability of regime-switching jump diffusions
• Asymptotic evaluation of certain markov process expectations for large time, I
• Exponential contraction of switching jump diffusions with a hidden Markov chain
• Exponential stability of impulsive stochastic differential equations with Markovian switching
• Hybrid switching diffusions. Properties and applications
• Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching
• Stability of regime-switching diffusion systems with discrete states belonging to a countable set
• Stability of regime-switching jump diffusions
• Stability of regime-switching stochastic differential equations
• Stability of stochastic differential equations with Markovian switching
• Stabilization and destabilization of hybrid systems by periodic stochastic controls
• Stochastic Differential Equations with Markovian Switching
• The moment exponential stability criterion of nonlinear hybrid stochastic differential equations and its discrete approximations

Cited in

(9)

• The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth
• On exponential contraction and expansion of Markovian switching diffusions
• Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise
• Existence, uniqueness, and almost sure exponential stability of solutions to nonlinear stochastic system with Markovian switching and Lévy noises
• Stability and rate of decay for solutions to stochastic differential equations with Markov switching
• scientific article; zbMATH DE number 6769312 (Why is no real title available?)
• Exponential stability with respect to part of the variables for a class of nonlinear stochastic systems with Markovian switchings
• Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching
• Exponential stability of hybrid stochastic heat equation with Markovian switching

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