Stability in distribution of stochastic differential delay equations with Markovian switching
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Publication:2503538
DOI10.1016/S0167-6911(03)00154-3zbMATH Open1157.60330MaRDI QIDQ2503538FDOQ2503538
Jiezhong Zou, Chenggui Yuan, Xuerong Mao
Publication date: 21 September 2006
Published in: Systems \& Control Letters (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)
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Cited In (51)
- The existence of evolution systems of measures of non-autonomous stochastic differential equations with infinite delays
- Exponential ergodicity for retarded stochastic differential equations
- Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance
- Stability in distribution of stochastic functional differential equations
- Stability in Distribution of Path-Dependent Hybrid Diffusion
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- Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization
- Exponential stability of solutions for retarded stochastic differential equations without dissipativity
- Stability in distribution of neutral stochastic differential delay equations with Markovian switching
- Hybrid Systems: Computation and Control
- An analytic approximation of solutions of stochastic differential delay equations with Markovian switching
- Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
- Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion
- Stabilization of hybrid neutral stochastic differential delay equations by delay feedback control
- Stability in distribution of neutral stochastic functional differential equations with Markovian switching
- On stability in distribution of stochastic differential delay equations with Markovian switching
- Stationary distribution and permanence of a stochastic delay predator-prey Lotka-Volterra model with Lévy jumps
- Stability in terms of two measures of solutions to stochastic partial differential delay equations with switching
- Stabilization in distribution of hybrid stochastic systems by intermittent feedback controls
- Stabilisation in distribution by delay feedback controls for hybrid stochastic delay differential equations
- Invariant probability measures for path-dependent random diffusions
- Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations
- Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process
- Stability in distribution of stochastic Lotka–Volterra delay system under regime switching
- Stability in distribution of neutral stochastic functional differential equations
- Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory
- The stability with a general decay of stochastic delay differential equations with Markovian switching
- Stochastic differential delay equations with Markovian switching
- A class of stochastic functional differential equations with Markovian switching
- Invariant distribution of stochastic Gompertz equation under regime switching
- STABILITY IN DISTRIBUTION OF NONLINEAR SYSTEMS WITH TIME-VARYING DELAYS AND SEMI-MARKOVIAN SWITCHING
- Periodic measures of stochastic delay lattice systems
- Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence
- Non-autonomous stochastic lattice systems with Markovian switching
- Stabilization of differently structured hybrid neutral stochastic systems by delay feedback control under highly nonlinear condition
- Weak convergence of functional stochastic differential equations with variable delays
- EXISTENCE, UNIQUENESS AND ASYMPTOTIC PROPERTIES OF A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS WITH MARKOVIAN SWITCHING
- Stationary distributions for stochastic differential equations with memory driven by \(\alpha\)-stable processes
- Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching
- Limiting behavior of invariant measures of stochastic delay lattice systems
- Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching
- 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
- Numerical solutions of neutral stochastic functional differential equations with Markovian switching
- Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach
- Weak convergence and stability of stochastic hybrid systems with random delay driven by a singularly perturbed Markov chain
- Robust output feedbackH∞control of uncertain Markovian jump systems with mode-dependent time-delays
- A new criterion on stability in distribution for a hybrid stochastic delay differential equation
- New results on stability for non-linear Markov switched stochastic functional differential systems
- Stabilization of hybrid stochastic differential equations by delay feedback control based on discrete-time observations
- Stabilization of hybrid stochastic differential delay equations by feedback control based on discrete-time state observation
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