Exponential stability of neutral stochastic delay differential equations with Poisson jumps
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Publication:3017771
zbMATH Open1240.60158MaRDI QIDQ3017771FDOQ3017771
Authors: Jun-Xiang Lu, Shanshan Wang, Rong Fu 
Publication date: 19 July 2011
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)
Cited In (6)
- Title not available (Why is that?)
- Stability analysis of neutral stochastic delay differential equations via the vector Lyapunov function method
- The \(p\)th moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump
- Exponential stability of neutral stochastic delay differential equations with Poisson jumps
- New criteria on exponential stability of neutral stochastic differential delay equations
- Exponential stability of implicit numerical solution for nonlinear neutral stochastic differential equations with time-varying delay and Poisson jumps
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