The \(p\)th moment boundedness of stochastic functional differential equations with Markovian switching

DOI10.1016/j.jfranklin.2016.10.018zbMath1355.93175MaRDI QIDQ509503

Shiguo Peng, Li-Ping Yang

Publication date: 9 February 2017

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2016.10.018

zbMATH Keywords

Lyapunov function; comparison principle; stochastic functional differential equations; Markovian switching; \(p\)th moment stability; \(p\)th moment boundedness; Razumikhin-type theorems

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E15: Stochastic stability in control theory

93E03: Stochastic systems in control theory (general)

Related Items

LaSalle-type theorems for stochastic functional differential equations with Markovian switching, Stochastic stabilization and destabilization of nonlinear and time‐varying hybrid systems by noise, Razumikhin-type theorems on \(p\)th moment boundedness of neutral stochastic functional differential equations with Markovian switching, Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model, Stability analysis for nonlinear Markov jump neutral stochastic functional differential systems, Robust analysis of discrete time noises for stochastic systems and application in neural networks

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