Stability in distribution of neutral stochastic differential delay equations with Markovian switching

DOI10.1016/J.SPL.2009.04.006MaRDI QIDQ2270865zbMATH OpenOpenAlexFDO

Authors Jianhai Bao, Chenggui Yuan, Zhenting Hou

Publication date 29 July 2009

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

Full work available at URL https://doi.org/10.1016/j.spl.2009.04.006

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)

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Cited in

(47)

• Dynamical behavior of stochastic cellular neural networks with distributed time delays
• On stochastic logistic equation with Markovian switching and white noise
• Optimal control strategy for an impulsive stochastic competition system with time delays and jumps
• Asymptotic stability in distribution of stochastic systems with semi-Markovian switching
• pth moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes
• Optimal harvesting control and dynamics of two-species stochastic model with delays
• scientific article; zbMATH DE number 5630119 (Why is no real title available?)
• Stability of neutral stochastic functional differential equations with Markovian switching driven by \(G\)-Brownian motion
• Exponential stability of neutral stochastic functional differential equations driven by \(G\)-Brownian motion
• Decay-rate-dependent conditions for exponential stability of stochastic neutral systems with Markovian jumping parameters
• Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity
• Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion
• Stabilisation and \(H_\infty\) control of neutral stochastic delay Markovian jump systems
• Dynamics and optimal harvesting control for a stochastic one-predator-two-prey time delay system with jumps
• Stability in distribution of neutral stochastic functional differential equations with Markovian switching
• Stability of sets of stochastic functional differential equations with impulse effect
• Optimal harvesting for a stochastic predator-prey model with S-type distributed time delays
• On stability in distribution of stochastic differential delay equations with Markovian switching
• Stability in distribution of stochastic differential delay equations with Markovian switching
• Sliding mode control for Markovian jumping systems with actuator nonlinearities
• Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive -stable processes
• Stability of fractional neutral stochastic partial integro-differential equations
• A note on a competitive Lotka-Volterra model with Lévy noise
• Stability in distribution of numerical solution of neutral stochastic functional differential equations with infinite delay
• Robustness analysis of global exponential stability of nonlinear stochastic systems with respect to neutral terms and time-varying delays
• Stability of highly nonlinear neutral stochastic differential delay equations
• A new stability criterion for neutral stochastic delay differential equations with Markovian switching
• Stability in distribution of neutral stochastic partial differential delay equations driven by -stable process
• Optimal harvesting policy of a stochastic predator-prey model with time delay
• A note on attraction and stability of neutral stochastic delay differential equations with Markovian switching
• A note on the general stabilization of discrete feedback control for non-autonomous hybrid neutral stochastic systems with a delay
• Analysis of a novel stochastic SIRS epidemic model with two different saturated incidence rates
• Stability in distribution of neutral stochastic functional differential equations
• Global attracting set, exponential stability and stability in distribution of SPDEs with jumps
• Exponential stability for time-changed stochastic differential equations
• Exponential stability of neutral stochastic delay differential equations with Markovian switching
• On exponential stability of hybrid neutral stochastic differential delay equations with different structures
• Invariant distribution of stochastic Gompertz equation under regime switching
• Optimal harvesting of a stochastic logistic model with time delay
• Stability in distribution of stochastic Volterra-Levin equations
• Weak convergence of functional stochastic differential equations with variable delays
• Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
• Stability in distribution of Markov-modulated stochastic differential delay equations with reflection
• Optimal harvesting strategy for a stochastic mutualism system in a polluted environment with regime switching
• The boundedness and exponential stability criterions for nonlinear hybrid neutral stochastic functional differential equations
• Switching-dominated stability of numerical solutions for hybrid neutral stochastic differential delay equations
• Optimal harvesting of a stochastic delay competitive model

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