\(p\)th moment exponential stability of neutral stochastic differential equations driven by Lévy noise

DOI10.1016/j.jfranklin.2012.08.008zbMath1264.93263MaRDI QIDQ2376682

Yanyan Li

Publication date: 24 June 2013

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2012.08.008

zbMATH Keywords

Lévy noise; neutral stochastic differential equations; pth moment exponential stability

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E15: Stochastic stability in control theory

Related Items

Asymptotic behavior, attracting and quasi-invariant sets for impulsive neutral SPFDE driven by Lévy noise, Discrete control of nonlinear stochastic systems driven by Lévy process, pth moment polynomial input-to-state stability of switched neutral pantograph stochastic hybrid systems with Lévy noise, \(p\)th moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes, \(H_\infty\) sliding mode control for uncertain neutral-type stochastic systems with Markovian jumping parameters, Stability of stochastic functional differential systems with semi-Markovian switching and Lévy noise by functional Itô's formula and its applications, Asymptotic stability of fractional neutral stochastic systems with variable delays, \(p\)th moment exponential stability of stochastic delayed hybrid systems with Lévy noise, Almost sure stability with general decay rate of neutral stochastic delayed hybrid systems with Lévy noise, pth moment asymptotic stability of stochastic delayed hybrid systems with Lévy noise

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