Neutral Stochastic Differential Delay Equations with Markovian Switching

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DOI10.1081/SAP-120022865zbMath1025.60028MaRDI QIDQ4412395

T. L. Maizenberg, Xuerong Mao, V. B. Kolmanovskij, Alexander Matasov, Natalia Koroleva

Publication date: 14 July 2003

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

Full work available at URL: https://doi.org/10.1081/sap-120022865

zbMATH Keywords

existence and uniqueness; almost sure exponential stability; Markovian switching; neutral stochastic differential delay equations; asymptotic boundedness; exponential stability in \(p\)th mean

Mathematics Subject Classification ID

93D05: Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory

93E15: Stochastic stability in control theory

34K50: Stochastic functional-differential equations

60H20: Stochastic integral equations

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