Exponential stability of neutral stochastic delay differential equations with Poisson jumps

MaRDI QIDQ3017771zbMATH OpenFDO

Authors Jun-Xiang Lu, Shanshan Wang, Rong Fu

Publication date 19 July 2011

zbMATH Keywords

Brownian motionexponential stabilityPoisson jump

Mathematics Subject Classification ID

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)

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Cited in

(6)

• The \(p\)th moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump
• New criteria on exponential stability of neutral stochastic differential delay equations
• Exponential stability of neutral stochastic delay differential equations with Poisson jumps
• Stability analysis of neutral stochastic delay differential equations via the vector Lyapunov function method
• Exponential stability of implicit numerical solution for nonlinear neutral stochastic differential equations with time-varying delay and Poisson jumps
• scientific article; zbMATH DE number 1165596 (Why is no real title available?)

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