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
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moment exponential stabilityalmost sure exponential stabilityMarkovian switchingnon-autonomous stochastic differential equation
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Cites Work
- Asymptotic evaluation of certain markov process expectations for large time, I
- Hybrid switching diffusions. Properties and applications
- Title not available (Why is that?)
- Stochastic Differential Equations with Markovian Switching
- Stability of stochastic differential equations with Markovian switching
- Stability of regime-switching stochastic differential equations
- Stability of regime-switching jump diffusions
- 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
- 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
- Stabilization and destabilization of hybrid systems by periodic stochastic controls
- Exponential stability of impulsive stochastic differential equations with Markovian switching
- The moment exponential stability criterion of nonlinear hybrid stochastic differential equations and its discrete approximations
- Exponential contraction of switching jump diffusions with a hidden Markov chain
Cited In (4)
- The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth
- Exponential stability with respect to part of the variables for a class of nonlinear stochastic systems with Markovian switchings
- Title not available (Why is that?)
- Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise
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