scientific article; zbMATH DE number 2068650

zbMATH Open1095.34556MaRDI QIDQ4465152FDOQ4465152

Authors: Xuerong Mao 

Publication date: 27 May 2004

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Characteristic and Lyapunov exponents of ordinary differential equations (34D08)

Cited In (30)

• Neutral Stochastic Differential Delay Equations with Markovian Switching
• \(p\)th moment absolute exponential stability of stochastic control system with Markovian switching
• Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching
• Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance
• Title not available (Why is that?)
• Hybrid Systems: Computation and Control
• Moment decay rates of infinite dimensional stochastic evolution equations with memory and Markovian jumps
• Title not available (Why is that?)
• Stability in distribution of stochastic differential delay equations with Markovian switching
• Stability of stochastic differential equations with Markovian switching
• Stability in terms of two measures of solutions to stochastic partial differential delay equations with switching
• Approximate solutions of stochastic differential delay equations with Markovian switching
• Stability analysis of stochastic differential equations with Markovian switching
• Stability of regime-switching stochastic differential equations
• Switching controller design for a class of Markovian jump nonlinear systems using stochastic small-gain theorem
• Exponential stability of stochastic generalized porous media equations with jump
• Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
• Title not available (Why is that?)
• Stochastic differential delay equations with Markovian switching
• Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
• Robust stability and controllability of stochastic differential delay equations with Markovian switching.
• A class of stochastic functional differential equations with Markovian switching
• Stability of invariant sets of Itô stochastic differential equations with Markovian switching
• EXISTENCE, UNIQUENESS AND ASYMPTOTIC PROPERTIES OF A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS WITH MARKOVIAN SWITCHING
• Stabilization of hybrid stochastic differential equations by delay feedback control based on discrete-time observations
• Title not available (Why is that?)
• Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching
• Stability in distribution of Markov-modulated stochastic differential delay equations with reflection
• Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
• \(p\)th moment exponential stability of hybrid stochastic functional differential equations by feedback control based on discrete-time state observations

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