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/
boundednessexponential stabilityMarkovian switchingalmost sure asymptotic stabilitystochastic functional differential equations (SFDEs)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)
Related Items (16)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Khasminskii-type theorems for stochastic functional differential equations
- A class of stochastic functional differential equations with Markovian switching
- Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations
- Stability of a random diffusion with linear drift
- Stability and boundedness of nonlinear hybrid stochastic differential delay equations
- 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
This page was built for publication: Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching