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

DOI10.1016/J.AMC.2019.04.057zbMATH Open1428.60086OpenAlexW2945086640MaRDI QIDQ2279424FDOQ2279424

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

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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)

Cites Work

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Cited In (21)

• Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance
• Finite-time boundedness and chaos-like dynamics of a class of Markovian jump linear systems
• Title not available (Why is that?)
• Stability in mean for uncertain delay differential equations based on new Lipschitz conditions
• General decay asymptotic stability of neutral stochastic differential delayed equations with Markov switching
• Improved delay-dependent stability of superlinear hybrid stochastic systems with general time-varying delays
• Stability in terms of two measures of solutions to stochastic partial differential delay equations with switching
• Novel criteria for exponential stability in mean square of stochastic delay differential equations with Markovian switching
• Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise
• On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations
• On the general decay stability of stochastic differential equations with unbounded delay
• Asymptotic behavior analysis of Markovian switching neutral-type stochastic time-delay systems
• 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 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
• 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
• Dynamics analysis of a stochastic hybrid logistic model with delay and two-pulse perturbations
• Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise

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