Stability in distribution of stochastic differential delay equations with Markovian switching
From MaRDI portal
Publication:2503538
Recommendations
- On stability in distribution of stochastic differential delay equations with Markovian switching
- scientific article; zbMATH DE number 2068650
- Stochastic differential delay equations with Markovian switching
- Stability in distribution of neutral stochastic differential delay equations with Markovian switching
- Stability in distribution of neutral stochastic functional differential equations with Markovian switching
Cites work
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 1016795 (Why is no real title available?)
- scientific article; zbMATH DE number 195091 (Why is no real title available?)
- scientific article; zbMATH DE number 1409853 (Why is no real title available?)
- 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
Cited in
(54)- scientific article; zbMATH DE number 2068650 (Why is no real title available?)
- Stability in distribution of stochastic Lotka–Volterra delay system under regime switching
- Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations
- Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching
- Robust stability and controllability of stochastic differential delay equations with Markovian switching.
- The stability with a general decay of stochastic delay differential equations with Markovian switching
- Exponential stability of solutions for retarded stochastic differential equations without dissipativity
- 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
- Stationary distributions for stochastic differential equations with memory driven by \(\alpha\)-stable processes
- Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion
- Stability in distribution of path-dependent hybrid diffusion
- Non-autonomous stochastic lattice systems with Markovian switching
- Periodic measures of stochastic delay lattice systems
- Stability in distribution of neutral stochastic differential delay equations with Markovian switching
- Attractor of stochastic differential delay equations with Markov jumping parameters
- Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance
- Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
- Stabilisation in distribution by delay feedback controls for hybrid stochastic delay differential equations
- Stability in distribution of neutral stochastic functional differential equations
- scientific article; zbMATH DE number 5630119 (Why is no real title available?)
- Numerical solutions of neutral stochastic functional differential equations with Markovian switching
- Hybrid Systems: Computation and Control
- Stability in terms of two measures of solutions to stochastic partial differential delay equations with switching
- Stochastic differential delay equations with Markovian switching
- On stability in distribution of stochastic differential delay equations with Markovian switching
- Weak convergence of functional stochastic differential equations with variable delays
- A class of stochastic functional differential equations with Markovian switching
- EXISTENCE, UNIQUENESS AND ASYMPTOTIC PROPERTIES OF A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS WITH MARKOVIAN SWITCHING
- Invariant distribution of stochastic Gompertz equation under regime switching
- Stabilization of hybrid neutral stochastic differential delay equations by delay feedback control
- Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach
- Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process
- STABILITY IN DISTRIBUTION OF NONLINEAR SYSTEMS WITH TIME-VARYING DELAYS AND SEMI-MARKOVIAN SWITCHING
- Invariant probability measures for path-dependent random diffusions
- The existence of evolution systems of measures of non-autonomous stochastic differential equations with infinite delays
- Robust output feedbackH∞control of uncertain Markovian jump systems with mode-dependent time-delays
- Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching
- Stability in distribution of neutral stochastic functional differential equations with Markovian switching
- Stability in distribution of stochastic functional differential equations
- Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence
- An analytic approximation of solutions of stochastic differential delay equations with Markovian switching
- Limiting behavior of invariant measures of stochastic delay lattice systems
- Ergodicity of regime-switching functional diffusions with infinite delay and application to a numerical algorithm for stochastic optimization
- Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory
- Exponential ergodicity for retarded stochastic differential equations
- Stabilization of differently structured hybrid neutral stochastic systems by delay feedback control under highly nonlinear condition
- 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
- 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
- Weak convergence and stability of stochastic hybrid systems with random delay driven by a singularly perturbed Markov chain
- 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
This page was built for publication: Stability in distribution of stochastic differential delay equations with Markovian switching
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2503538)
