Stability in distribution of stochastic differential delay equations with Markovian switching
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Cites work
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- Continuous-time Markov chains. An applications-oriented approach
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- On stationary solutions of delay differential equations driven by a Lévy process.
- Robustness of exponential stability of stochastic differential delay equations
- Stability of a random diffusion with linear drift
- Stability of stochastic differential equations with Markovian switching
- Stochastic differential delay equations with Markovian switching
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- 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
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- Approximation of invariant measures of stochastic evolution processes: time discretization
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- Stability analysis for stochastic McKean-Vlasov equation
- Hybrid Systems: Computation and Control
- 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 in distribution of periodic hybrid systems by discrete-time state feedback control
- Stabilization of hybrid neutral stochastic differential delay equations by delay feedback control
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- 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
- 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
- Stabilisation in distribution by delay feedback controls for hybrid stochastic delay differential equations
- 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
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- Stability in distribution of stochastic Lotka–Volterra delay system under regime switching
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- 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
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- 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
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- Robust stability and controllability of stochastic differential delay equations with Markovian switching.
- A class of stochastic functional differential equations with Markovian switching
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- Stabilisation in distribution of hybrid ordinary differential equations by periodic noise
- STABILITY IN DISTRIBUTION OF NONLINEAR SYSTEMS WITH TIME-VARYING DELAYS AND SEMI-MARKOVIAN SWITCHING
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- Non-autonomous stochastic lattice systems with Markovian switching
- Stabilization of differently structured hybrid neutral stochastic systems by delay feedback control under highly nonlinear condition
- Stabilisation in distribution by delay feedback control for stochastic differential equations with Markovian switching and Lévy noise
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- Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching
- 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
- Limiting behavior of invariant measures of stochastic delay lattice systems
- Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
- Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching
- Stationary distributions for stochastic differential equations with memory driven by -stable processes
- Stability and stabilisation of neutral stochastic delay Markovian jump systems
- Stability in distribution of Markov-modulated stochastic differential delay equations with reflection
- Numerical solutions of neutral stochastic functional differential equations with Markovian switching
- Stabilization of regime-switching processes based on discrete time observations: existence of invariant probability measure
- Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach
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