The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth

DOI10.1016/J.JMAA.2012.01.058zbMATH Open1238.93118OpenAlexW2082280992MaRDI QIDQ413249FDOQ413249

Authors: Lei Liu, Yi Shen 

Publication date: 4 May 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.01.058

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zbMATH Keywords

Brownian motionasymptotic stabilityexponential stability[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD%27s+formula&go=Go It��'s formula]semi-martingale convergence theoremMarkovian chain

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)

Cites Work

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• Stochastic versions of the LaSalle theorem
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• Explicit conditions for asymptotic stability of stochastic Liénard-type equations with Markovian switching

Cited In (11)

• Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control
• Stability of nonlinear stochastic Markov jump system with mode-dependent delays and applications
• Robust stability of a class of stochastic functional differential equations with Markovian switching
• The Almost Sure Asymptotic Stability and $p$th Moment Asymptotic Stability of Nonlinear Stochastic Differential Systems With Polynomial Growth
• A note on stability of hybrid stochastic differential equations
• Asymptotic stability of nonlinear hybrid stochastic systems driven by linear discrete time noises
• The stability with a general decay of stochastic delay differential equations with Markovian switching
• On the detectability and observability of continuous stochastic Markov jump linear systems
• Verification theory and approximate optimal harvesting strategy for a stochastic competitive ecosystem subject to Lévy noise
• Improved Razumikhin and Krasovskii stability criteria for time-varying stochastic time-delay systems
• Stability analysis for stochastic differential equations with infinite Markovian switchings

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