The second Lyapunov method for stochastic differential-functional equations taking into account Poisson perturbations
DOI10.1515/ROSE.1993.1.4.309zbMATH Open0844.93073OpenAlexW2092174434MaRDI QIDQ4861913FDOQ4861913
Authors: E. F. Tsar'kov, V. K. Yasyns'kyj 
Publication date: 23 January 1996
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.1993.1.4.309
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- Stability of solutions of stochastic functional differential equations with an infinite previous history and Poisson switchings. II
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- Characteristic exponent of solution of the stochastic functional differential equation of the neutral type with integral with respect to Poisson measure
- About stabilization by Poisson's jumps for stochastic differential equations
- Stability of diffusion stochastic functional differential equations with Markov parameters
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