Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems
DOI10.1080/10236198.2013.774388zbMath1286.65013OpenAlexW2153435191MaRDI QIDQ2868935
Fuke Wu, Xiaofeng Zong, Tianhai Tian
Publication date: 27 December 2013
Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10236198.2013.774388
stabilitystochastic differential equationBrownian motionMarkovian switchingbackward Euler-Maruyama methodPoisson jumpEuler-Maruyama approximation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (5)
Cites Work
- Unnamed Item
- Stability of a pure random delay system with two-time-scale Markovian switching
- Lyapunov exponents of hybrid stochastic heat equations
- Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations
- Stochastic suppression and stabilization of functional differential equations
- Environmental noise impact on regularity and extinction of population systems with infinite delay
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions
- Stabilization and destabilization of hybrid systems of stochastic differential equations
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Hybrid switching diffusions. Properties and applications
- Stability of stochastic differential equations with Markovian switching
- Moment exponential stability of random delay systems with two-time-scale Markovian switching
- Asymptotic properties of jump-diffusion processes with state-dependent switching
- Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations
- Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
- On the stability of jump-diffusions with Markovian switching
- Stabilization of a class of stochastic differential equations with Markovian switching
- Stochastic stabilisation of functional differential equations
- A model for stochastic hybrid systems with application to communication networks
- Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
- Stability of Regime-Switching Jump Diffusions
- Asymptotic Properties of Hybrid Diffusion Systems
- Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation
- Suppression and stabilisation of noise
- Stabilization of Linear Systems by Noise
- A strong law of large numbers for local martingales
- Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization
- Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
- Regularization and Stabilization of Randomly Switching Dynamic Systems
- On the exponential stability of switching-diffusion processes with jumps
- Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
- Stabilization of Partial Differential Equations by Lévy Noise
- Stochastic Differential Equations with Markovian Switching
This page was built for publication: Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems
