Asymptotic stability of stochastic pantograph differential equations with Markovian switching

MaRDI QIDQ4581772zbMATH OpenFDO

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

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)

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Cited in

(11)

• Practical stability in relation to a part of variables of stochastic pantograph differential equations
• Almost sure stability with general decay rate of neutral stochastic pantograph equations with Markovian switching
• The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth
• Asymptotic stability of neutral stochastic pantograph systems with Markovian switching
• 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

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