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

DOI10.15330/CMP.6.1.96-103MaRDI QIDQ2942018zbMATH OpenOpenAlexFDO

Authors Taras O. Lukashiv

Publication date 26 August 2015

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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

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)

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Cites work

• scientific article; zbMATH DE number 3888631 (Why is no real title available?)
• scientific article; zbMATH DE number 195227 (Why is no real title available?)
• scientific article; zbMATH DE number 1409853 (Why is no real title available?)
• BOUNDARY THEORY OF MARKOV PROCESSES (THE DISCRETE CASE)
• 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
• Stability of a random diffusion with linear drift
• Stability of stochastic differential equations with Markovian switching
• Stochastic differential delay equations with Markovian switching

Cited in

(4)

• Selected questions of stability of systems with random structure, finite after-effect and external Markov switching
• Asymptotics of the state vector of delayed impulsive diffusion systems with Markov parameters
• Stability in the first approximation of random-structure diffusion systems with aftereffect and external Markov switchings
• A note on the analysis of asymptotic mean-square stability properties for systems of linear stochastic delay differential equations

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