Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching
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functional differential equationmoment exponential stabilitystationary distributionRazumikhin-type theoremtwo-time-scale Markov chain
Applications of continuous-time Markov processes on discrete state spaces (60J28) Ordinary differential equations and systems with randomness (34F05) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Stochastic stability in control theory (93E15) Singular perturbations of functional-differential equations (34K26)
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Cites work
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- Almost sure exponential stability of neutral stochastic differential difference equations
- An invariance principle of Lyapunov-Razumikhin type for neutral functional differential equations
- Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process
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- Connections between Razumikhin-type theorems and the ISS nonlinear small gain theorem
- Control Lyapunov-Razumikhin functions and robust stabilization of time delay systems
- Delay differential equations: with applications in population dynamics
- Hybrid filtering for linear systems with non-Gaussian disturbances
- Hybrid switching diffusions. Properties and applications
- Identification of Systems With Regime Switching and Unmodeled Dynamics
- Input-to-output stability for systems described by retarded functional differential equations
- Introduction to functional differential equations
- Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
- Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model
- Moment exponential stability of random delay systems with two-time-scale Markovian switching
- On Averaging Principles: An Asymptotic Expansion Approach
- On the stability of processes defined by stochastic difference- differential equations
- On the stability of systems with random parameters
- Regularization and Stabilization of Randomly Switching Dynamic Systems
- Some remarks on a Markov chain modelling cooperative biological systems
- Stability and existence of diffusions with discontinuous or rapidly growing drift terms
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- Stability of functional differential equations
- Stability of hybrid dynamic systems containing singularly perturbed random processes
- Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach
- Stability of random-switching systems of differential equations
- Stability of regime-switching diffusions
- Stability of stochastic differential equations with Markovian switching
- Stochastic Differential Equations with Markovian Switching
- Stochastic population dynamics under regime switching. II
- Threshold-type policies for real options using regime-switching models
- Weak convergence methods and singularly perturbed stochastic control and filtering problems
Cited in
(11)- Analysis and verification of uniform moment exponential stability for stochastic hybrid systems with Poisson jump
- Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching
- Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains
- On sufficient conditions for the existence of past-present-future dependent fixed point in the Razumikhin class and application
- Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay
- Exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching
- Mean stability and \(L_1\) performance of a class of two-time-scale Markov jump linear systems
- Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise
- Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes
- Stability of stochastic functional differential systems using degenerate Lyapunov functionals and applications
- Practical exponential stability of stochastic delayed systems with G-Brownian motion via vector G-Lyapunov function
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