Stability in distribution of stochastic differential delay equations with Markovian switching

DOI10.1016/S0167-6911(03)00154-3zbMATH Open1157.60330MaRDI QIDQ2503538FDOQ2503538

Authors: Chenggui Yuan, Xuerong Mao, Jiezhong Zou 

Publication date: 21 September 2006

Published in: Systems \& Control Letters (Search for Journal in Brave)

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zbMATH Keywords

Markov chainBrownian motionStability in distributionGeneralized Itô's formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

Cites Work

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• Continuous-time Markov chains. An applications-oriented approach
• Stability of a random diffusion with linear drift
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• Stochastic differential delay equations with Markovian switching
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• Robustness of exponential stability of stochastic differential delay equations
• On stationary solutions of delay differential equations driven by a Lévy process.

Cited In (54)

• Stationary distribution and permanence of a stochastic delay predator-prey Lotka-Volterra model with Lévy jumps
• Stabilization in distribution of hybrid stochastic systems by intermittent feedback controls
• 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
• Weak convergence and stability of stochastic hybrid systems with random delay driven by a singularly perturbed Markov chain
• 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
• Title not available (Why is that?)
• 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
• Attractor of stochastic differential delay equations with Markov jumping parameters
• Stability in distribution of neutral stochastic functional differential equations with Markovian switching
• On stability in distribution of stochastic differential delay equations with Markovian switching
• Stability in terms of two measures of solutions to stochastic partial differential delay equations with switching
• 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
• Title not available (Why is that?)
• Stability in distribution of stochastic Lotka–Volterra delay system under regime switching
• Ergodicity of regime-switching functional diffusions with infinite delay and application to a numerical algorithm for stochastic optimization
• Stability in distribution of path-dependent hybrid diffusion
• 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
• Robust stability and controllability of 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
• Robust output feedbackH_∞control of uncertain Markovian jump systems with mode-dependent time-delays

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