pth moment exponential stability of neutral stochastic differential equations driven by Lévy noise

DOI10.1016/J.JFRANKLIN.2012.08.008MaRDI QIDQ2376682zbMATH OpenOpenAlexFDO

Authors 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 noiseneutral stochastic differential equationspth moment exponential stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

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Cites work

• Asymptotic properties of neutral stochastic differential delay equations
• Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
• Exponential stability in mean square of neutral stochastic differential functional equations
• Exponential stability of stochastic differential equations driven by discontinuous semimartingales
• scientific article; zbMATH DE number 3505982 (Why is no real title available?)
• scientific article; zbMATH DE number 1016795 (Why is no real title available?)
• scientific article; zbMATH DE number 3440276 (Why is no real title available?)
• New criteria on exponential stability of neutral stochastic differential delay equations
• Noise suppresses exponential growth for neutral stochastic differential delay equations
• On the pth moment exponential stability criteria of neutral stochastic functional differential equations
• Some criteria on pth moment stability of impulsive stochastic functional differential equations
• Theory of stochastic differential equations with jumps and applications.

Cited in

(25)

• Stability analysis of stochastic delay differential equations with Lévy noise
• pth moment exponential stability of highly nonlinear neutral pantograph stochastic differential equations driven by Lévy noise
• H_ sliding mode control for uncertain neutral-type stochastic systems with Markovian jumping parameters
• Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise
• \(h\)-stability in \(p\)th moment of neutral pantograph stochastic differential equations with Markovian switching driven by Lévy noise
• Stability of stochastic functional differential systems with semi-Markovian switching and Lévy noise by functional Itô's formula and its applications
• The stability with general decay rate of neutral stochastic functional hybrid differential equations with Lévy noise
• Asymptotic stability of fractional neutral stochastic systems with variable delays
• Moment bounds for dissipative semimartingales with heavy jumps
• \(p\)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
• \(p\)th moment asymptotic stability of stochastic delayed hybrid systems with Lévy noise
• The L^p estimation of neutral doubly perturbed stochastic differential equations driven by Lèvy processes
• Exponential stability of stochastic delay differential equation driven by Lévy noise
• pth Moment Noise-to-State Stability of Stochastic Differential Equations with Persistent Noise
• On the pth moment exponential stability criteria of neutral stochastic functional differential equations with jumps
• Asymptotic stability in the pth moment for stochastic differential equations with Lévy noise
• Stochastic stability for nonlinear systems driven by Lévy noise
• 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
• Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise
• pth moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes
• Stability analysis of neutral stochastic differential delay equations driven by Lévy noises
• \(p\)th moment stability in stochastic neutral Volterra-Levin equation with Lévy noise and variable delays

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