Asymptotic stochastic stability of the stochastic dynamical systems of the random structure with constant delay

DOI10.15330/CMP.6.1.96-103zbMATH Open1333.60125OpenAlexW1995619464MaRDI QIDQ2942018FDOQ2942018

Taras O. Lukashiv

Publication date: 26 August 2015

Published in: Carpathian Mathematical Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15330/cmp.6.1.96-103

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zbMATH Keywords

Markov chainrandom structurestochastic dynamical systemsasymptotic stochastic stabilityconstant delayLyapunov-Krasovsky functionals

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• BOUNDARY THEORY OF MARKOV PROCESSES (THE DISCRETE CASE)
• Stability of stochastic differential equations with Markovian switching
• Stability of a random diffusion with linear drift
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic differential delay equations with Markovian switching
• Title not available (Why is that?)
• Lyapunov function method for investigation of stability of stochastic Itô random-structure systems with impulse Markov switchings. I: General theorems on the stability of stochastic impulse systems

Cited In (1)

• A note on the analysis of asymptotic mean-square stability properties for systems of linear stochastic delay differential equations

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