Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching
From MaRDI portal
Publication:2581714
DOI10.1016/j.na.2005.06.048zbMath1082.60054MaRDI QIDQ2581714
Publication date: 10 January 2006
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2005.06.048
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34K50: Stochastic functional-differential equations
Related Items
Stability of nonlinear stochastic Markov jump system with mode-dependent delays and applications, Stability analysis for stochastic Volterra–Levin equations with Poisson jumps: Fixed point approach, Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure, A robust weak Taylor approximation scheme for solutions of jump-diffusion stochastic delay differential equations, Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps, Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes, Analytic approximation of the solutions of stochastic differential delay equations with Poisson jump and Markovian switching, Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching, An analytic approximation of solutions of stochastic differential delay equations with Markovian switching, Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition, Numerical solutions to neutral stochastic delay differential equations with Poisson jumps under local Lipschitz condition, Stability of hybrid stochastic functional differential equations, Stochastic P-bifurcation analysis of a class of nonlinear Markov jump systems under combined harmonic and random excitations, Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control, Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching, Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps, Stability in distribution of neutral stochastic differential delay equations with Markovian switching, Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching, Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions, The stability of neutral stochastic delay differential equations with Poisson jumps by fixed points
Cites Work
- Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
- Stability of stochastic differential equations with Markovian switching
- Stability of a random diffusion with linear drift
- Stochastic differential delay equations with Markovian switching
- Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Exponential stability of stochastic delay interval systems with Markovian switching
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
