Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching

DOI10.1016/j.jfranklin.2016.09.017zbMath1349.93329OpenAlexW2522788260MaRDI QIDQ344683

Xuerong Mao, Lichao Feng, Shou-mei Li

Publication date: 24 November 2016

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/57835/

zbMATH Keywords

boundednessexponential stabilityMarkovian switchingalmost sure asymptotic stabilitystochastic functional differential equations (SFDEs)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

Related Items (16)

Razumikhin-type theorems on \(p\)th moment boundedness of neutral stochastic functional differential equations with Markovian switching ⋮ Stability analysis for nonlinear Markov jump neutral stochastic functional differential systems ⋮ Stability of hybrid pantograph stochastic functional differential equations ⋮ Exponential stability for nonlinear hybrid stochastic systems with time varying delays of neutral type ⋮ Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching ⋮ Hybrid stochastic functional differential equations with infinite delay: approximations and numerics ⋮ Exponential stability of stochastic functional differential equations with impulsive perturbations and Markovian switching ⋮ Stability analysis of highly nonlinear hybrid stochastic systems with Poisson jump ⋮ Mean square stability for controlled hybrid neutral stochastic differential equations with infinite delay ⋮ The stability with general decay rate of neutral stochastic functional hybrid differential equations with Lévy noise ⋮ Solving future equation systems using integral-type error function and using twice ZNN formula with disturbances suppressed ⋮ The \(p\)th moment asymptotical ultimate boundedness of pantograph stochastic differential equations with time-varying coefficients ⋮ Stability of neutral stochastic functional differential equations with Markovian switching driven by G-Brownian motion ⋮ Asymptotic stability of nonlinear hybrid stochastic systems driven by linear discrete time noises ⋮ Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay ⋮ Fast finite time stability of stochastic nonlinear systems

Cites Work

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• Stochastic differential delay equations with Markovian switching
• The improved LaSalle-type theorems for stochastic functional differential equations
• The Improved LaSalle-Type Theorems for Stochastic Differential Delay Equations
• Razumikhin-type theorems on stability of stochastic retarded systems
• Asymptotic Stability and Boundedness of Delay Switching Diffusions
• Some New Criteria on $p$th Moment Stability of Stochastic Functional Differential Equations With Markovian Switching
• Stochastic Differential Equations with Markovian Switching

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