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

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

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Cited in

(51)

• Stability of sets of stochastic functional differential equations with impulse effect
• Analysis of a novel stochastic SIRS epidemic model with two different saturated incidence rates
• Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity
• Optimal harvesting control and dynamics of two-species stochastic model with delays
• Stability of highly nonlinear neutral stochastic differential delay equations
• Optimal harvesting for a stochastic predator-prey model with S-type distributed time delays
• A new stability criterion for neutral stochastic delay differential equations with Markovian switching
• The boundedness and exponential stability criterions for nonlinear hybrid neutral stochastic functional differential equations
• Stability in distribution of numerical solution of neutral stochastic functional differential equations with infinite delay
• Exponential stability for time-changed stochastic differential equations
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• Optimal harvesting of a stochastic logistic model with time delay
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• Stability in distribution of stochastic differential delay equations with Markovian switching
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• Exponential stability of neutral stochastic functional differential equations driven by G-Brownian motion
• Stabilisation and H_ control of neutral stochastic delay Markovian jump systems
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• Stability in distribution of neutral stochastic functional differential equations
• Exponential stability of neutral stochastic delay differential equations with Markovian switching

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