The stability with a general decay of stochastic delay differential equations with Markovian switching

DOI10.1016/J.AMC.2019.04.057MaRDI QIDQ2279424zbMATH OpenOpenAlexFDO

Authors Tian Zhang, Huabin Chen

Publication date 12 December 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2019.04.057

zbMATH Keywords

stabilityexistence and uniquenessgeneral decayMarkovian switchingstochastic delay differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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

(22)

• Finite-time boundedness and chaos-like dynamics of a class of Markovian jump linear systems
• Generalized Halanay inequalities for stability and dissipativity of stochastic functional differential equations
• Stability in distribution of Markov-modulated stochastic differential delay equations with reflection
• Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
• Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise
• The stability with general decay rate of neutral stochastic functional hybrid differential equations with Lévy noise
• Novel criteria for exponential stability in mean square of stochastic delay differential equations with Markovian switching
• Dynamics analysis of a stochastic hybrid logistic model with delay and two-pulse perturbations
• Stability of stochastic functional differential systems with semi-Markovian switching and Lévy noise by functional Itô's formula and its applications
• Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching
• Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance
• scientific article; zbMATH DE number 5630119 (Why is no real title available?)
• Stability in terms of two measures of solutions to stochastic partial differential delay equations with switching
• General decay asymptotic stability of neutral stochastic differential delayed equations with Markov switching
• On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations
• Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise
• Asymptotic behavior analysis of Markovian switching neutral-type stochastic time-delay systems
• Stability in mean for uncertain delay differential equations based on new Lipschitz conditions
• Stability and rate of decay for solutions to stochastic differential equations with Markov switching
• On the general decay stability of stochastic differential equations with unbounded delay
• Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise
• Improved delay-dependent stability of superlinear hybrid stochastic systems with general time-varying delays

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