Stability of impulsive stochastic differential equations with Markovian switching

DOI10.1016/J.AML.2014.04.008MaRDI QIDQ2349283zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 22 June 2015

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2014.04.008

zbMATH Keywords

Brownian motionexponential stabilityimpulse effectsMarkovian switching systemsmatrix inequality

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on discrete state spaces (60J27) Brownian motion (60J65)

Recommendations

• \(p\)th moment exponential stability of impulsive stochastic functional differential equations with Markovian switching
• Exponential stability of impulsive stochastic differential equations with Markovian switching
• \(p\)-Moment stability of stochastic differential equations with impulsive jump and Markovian switching
• p-moment exponential stability of stochastic impulsive systems with Markovian switching
• Exponential stability and instability of impulsive stochastic functional differential equations with Markovian switching

Cites work

• \(p\)-moment stability of stochastic differential equations with jumps
• Analysis and synthesis of switched linear control systems
• Basic problems in stability and design of switched systems
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Exponential stability of impulsive stochastic functional differential equations
• scientific article; zbMATH DE number 45101 (Why is no real title available?)
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• On finite-time stability for nonlinear impulsive switched systems
• Robust synchronization of singular complex switched networks with parametric uncertainties and unknown coupling topologies via impulsive control
• Stability analysis of a reduced model of the lac operon under impulsive and switching control
• Stability criteria of a class of nonlinear impulsive switching systems with time-varying delays
• Stability of a random diffusion with linear drift
• Stability of linear impulsive differential equations
• Stability of Markovian jump neural networks with impulse control and time varying delays
• Stability of stochastic differential equations with Markovian switching
• State Estimation and Sliding-Mode Control of Markovian Jump Singular Systems
• Stochastic differential equations and applications.
• Stochastic differential equations in science and engineering. With CD-ROM.
• Stochastic Differential Equations with Markovian Switching
• Switched and impulsive systems. Analysis, design and applications.
• The LMI method for stationary oscillation of interval neural networks with three neuron activations under impulsive effects

Cited in

(40)

• Lyapunov function method for investigation of stability of stochastic Itô random-structure systems with impulse Markov switchings. I: General theorems on the stability of stochastic impulse systems
• Stability of the impulse ergodic Markov effect
• Stability of sets of stochastic functional differential equations with impulse effect
• Stability of stochastic functional differential equations with impulses by an average approach
• Stability analysis for impulsive stochastic delay differential equations with Markovian switching
• Exponential stability for generalized stochastic impulsive functional differential equations with delayed impulses and Markovian switching
• Exponential stability and instability of impulsive stochastic functional differential equations with Markovian switching
• \(p\)th moment exponential stability of hybrid stochastic fourth-order parabolic equations
• Explicit numerical approximation for an impulsive stochastic age-structured HIV infection model with Markovian switching
• \(p\)th moment exponential stability of impulsive stochastic functional differential equations with Markovian switching
• \(p\)th moment exponential stability of neutral stochastic pantograph differential equations with Markovian switching
• Exponential stability of impulsive stochastic differential equations with Markovian switching
• On exponential stability of non-autonomous stochastic differential equations with Markovian switching
• Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions
• Existence of exponential p-stability nonconstant equilibrium of Markovian jumping nonlinear diffusion equations via Ekeland variational principle
• Moment exponential stability analysis of Markovian jump stochastic differential equations with uncertain transition jump rates
• Finite-time stability of time-delay switched systems with delayed impulse effects
• On hybrid stochastic population models with impulsive perturbations
• Exponential stability of ISFDEs with Markov switching
• Ultimate boundedness theorems for impulsive stochastic differential systems with Markovian switching
• \(p\)-th moment exponential stability of stochastic differential equations with impulse effect
• Stability of stochastic theta method for asset price models with Markovian switching
• scientific article; zbMATH DE number 7366522 (Why is no real title available?)
• pth moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching
• Stability and synchronization analysis of neural networks via Halanay-type inequality
• Stability of random impulsive coupled systems on networks with Markovian switching
• Exponential stability of hybrid stochastic functional differential systems with delayed impulsive effects: average impulsive interval approach
• p-moment exponential stability of stochastic impulsive systems with Markovian switching
• scientific article; zbMATH DE number 2222266 (Why is no real title available?)
• Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching
• Exponential stability of stochastic functional differential equations with impulsive perturbations and Markovian switching
• Ultimate boundedness of impulsive stochastic delay differential equations with delayed impulses
• -stability in q-th moment of neutral impulsive stochastic functional differential equations with Markovian switching
• Stability of impulsive stochastic functional differential equations with delays
• Exponential stability of stochastic differential equations with impulse effects at random times
• pth moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes
• Stabilization of impulsive regime-switching diffusion systems by aperiodically intermittent control
• \(p\)th moment absolute exponential stability of stochastic control system with Markovian switching
• \(p\)-Moment stability of stochastic differential equations with impulsive jump and Markovian switching
• Exponential stability of neutral stochastic delay differential equations with Markovian switching

This page was built for publication: Stability of impulsive stochastic differential equations with Markovian switching

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2349283)