Neutral stochastic functional differential equations with Markovian switchings

zbMATH Open1289.34215MaRDI QIDQ2858366FDOQ2858366

Authors: Shaobo Zhou 

Publication date: 19 November 2013

Published in: Acta Mathematicae Applicatae Sinica (Search for Journal in Brave)

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zbMATH Keywords

Brownian motionexponential stabilityneutral stochastic functional differential equationMarkovian chain

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Neutral functional-differential equations (34K40) Stochastic functional-differential equations (34K50)

Cited In (16)

• Stability of neutral stochastic functional differential equations with Markovian switching driven by \(G\)-Brownian motion
• Razumikhin-type theorems on \(p\)th moment boundedness of neutral stochastic functional differential equations with Markovian switching
• Stability in distribution of neutral stochastic functional differential equations with Markovian switching
• A new stability criterion for neutral stochastic delay differential equations with Markovian switching
• Partial practical exponential stability of neutral stochastic functional differential equations with Markovian switching
• Stability of stochastic functional differential equations with random switching and applications
• Dynamic properties of neutral stochastic differential equations with Markovian switching
• Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching
• A class of stochastic functional differential equations with Markovian switching
• Exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching
• A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching
• Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula
• Exponential stability of hybrid stochastic heat equation with Markovian switching
• Existence, uniqueness, and almost sure exponential stability of solutions to nonlinear stochastic system with Markovian switching and Lévy noises
• Numerical solutions of neutral stochastic functional differential equations with Markovian switching
• Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition

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