Asymptotic stability of stochastic pantograph differential equations with Markovian switching

zbMATH Open1413.60049MaRDI QIDQ4581772FDOQ4581772

Authors: Feng Jiang, Hua Yang, Shenghua Wang 

Publication date: 21 August 2018

Full work available at URL: http://www.math.sci.nu.ac.th/ojs302/index.php/jnao/article/view/9

Recommendations

• Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
• Almost sure stability with general decay rate of neutral stochastic pantograph equations with Markovian switching
• Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching
• scientific article; zbMATH DE number 2068650
• \(p\)th moment exponential stability of neutral stochastic pantograph differential equations with Markovian switching

zbMATH Keywords

Markov chainasymptotic stabilitystochastic pantograph differential equationsgeneralized Itô formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (11)

• Almost sure stability with general decay rate of neutral stochastic pantograph equations with Markovian switching
• Asymptotic stability of neutral stochastic pantograph systems with Markovian switching
• The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth
• Asymptotic stability of stochastic age-dependent population equations with Markovian switching
• A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching
• Stability of hybrid pantograph stochastic functional differential equations
• \(h\)-stability in \(p\)th moment of neutral pantograph stochastic differential equations with Markovian switching driven by Lévy noise
• Robust \(H_\infty\) filter design for Itô stochastic pantograph systems
• Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching
• Stability and boundedness analysis of stochastic coupled systems with pantograph delay
• Practical stability in relation to a part of variables of stochastic pantograph differential equations

This page was built for publication: Asymptotic stability of stochastic pantograph differential equations with Markovian switching

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4581772)