On stability of stochastic differential equations with random impulses driven by Poisson jumps
From MaRDI portal
Publication:5086699
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Controllability (93B05) Stability theory of functional-differential equations (34K20) Perturbations of functional-differential equations (34K27) Stochastic functional-differential equations (34K50) Functional-differential equations with impulses (34K45)
Recommendations
- On stability of nonlocal neutral stochastic integro differential equations with random impulses and Poisson jumps
- Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps
- Existence and Hyers-Ulam stability of random impulsive stochastic functional differential equations with finite delays
- Existence and exponential stability of a class of impulsive neutral stochastic partial differential equations with delays and Poisson jumps
- Existence, uniqueness and stability results for impulsive neutral stochastic functional differential equations with infinite delay and Poisson jumps
Cites work
- scientific article; zbMATH DE number 45101 (Why is no real title available?)
- scientific article; zbMATH DE number 227027 (Why is no real title available?)
- Boundedness of nonlinear differential systems with impulsive effect on random moments
- Controllability of stochastic impulsive neutral functional differential equations driven by fractional Brownian motion with infinite delay
- Ergodicity of dissipative differential equations subject to random impulses
- Existence and Stability Results of Impulsive Stochastic Partial Neutral Functional Differential Equations with Infinite Delays and Poisson Jumps
- Existence and stability results for random impulsive fractional pantograph equations
- Existence and uniqueness of solutions to stochastic differential equations with random impulses under Lipschitz conditions
- Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions
- Existence, Uniqueness and Stability of Impulsive Stochastic Partial Neutral Functional Differential Equations with Infinite Delays Driven by a Fractional Brownian Motion
- Existence, uniqueness and stability results of random impulsive semilinear differential systems
- Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps
- Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes
- Introduction to functional differential equations
- Mean square Hyers-Ulam stability of stochastic differential equations driven by Brownian motion
- Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition
- Optimal control of fractional neutral stochastic differential equations with deviated argument governed by Poisson jumps and infinite delay
- Stability results of random impulsive semilinear differential equations
- Successive approximation of neutral functional stochastic differential equations with jumps
- Ulam-Hyers-Rassias stability of a nonlinear stochastic integral equation of Volterra type
Cited in
(20)- Non‐instantaneous impulsive stochastic FitzHugh–Nagumo equation with fractional Brownian motion
- On a class of Ito stochastic differential equations
- Approximate controllability for a new class of stochastic functional differential inclusions with infinite delay
- Controllability of nonlinear higher-order fractional damped stochastic systems involving multiple delays
- Continuous dependence and differentiability of solutions of second-order impulsive differential equations on initial values and impulsive points
- Ulam-Hyers-Rassias stability for stochastic differential equations driven by the time-changed Brownian motion
- Existence and Hyers-Ulam stability of stochastic integrodifferential equations with a random impulse
- On stability of nonlocal neutral stochastic integro differential equations with random impulses and Poisson jumps
- Exponential behaviour of nonlinear fractional Schrödinger evolution equation with complex potential and Poisson jumps
- Qualitative behaviour of stochastic integro-differential equations with random impulses
- Stability analysis of stochastic dynamic systems under Poisson perturbations. I: General analysis of stability of solutions of stochastic differential equations under Poisson perturbations
- scientific article; zbMATH DE number 7616108 (Why is no real title available?)
- Existence and Hyers-Ulam stability of random impulsive stochastic functional integrodifferential equations with finite delays
- scientific article; zbMATH DE number 7641211 (Why is no real title available?)
- On existence of mild solutions of random impulsive stochastic integrodifferential equations with finite delays
- Approximate controllability for impulsive stochastic delayed differential inclusions
- Stability and guaranteed cost control for linear impulsive systems with random impulses: Application to stochastic event‐triggered control
- Noise-to-state and delay-dependent stability of highly nonlinear hybrid stochastic differential equation with multiple delays
- Existence and Hyers-Ulam stability of random impulsive stochastic functional differential equations with finite delays
- Existence and stability results of mild solutions for random impulsive stochastic partial differential equations with noncompact semigroups
This page was built for publication: On stability of stochastic differential equations with random impulses driven by Poisson jumps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5086699)