Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching
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Publication:2581714
DOI10.1016/j.na.2005.06.048zbMath1082.60054OpenAlexW2170539455MaRDI 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
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)
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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
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