The pth moment boundedness of stochastic functional differential equations with Markovian switching

DOI10.1016/J.JFRANKLIN.2016.10.018MaRDI QIDQ509503zbMATH OpenOpenAlexFDO

Authors Shiguo Peng, Liping 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

\(p\)th moment boundedness\(p\)th moment stabilitycomparison principleLyapunov functionMarkovian switchingRazumikhin-type theoremsstochastic functional differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

Recommendations

• Razumikhin-type theorems on \(p\)th moment boundedness of neutral stochastic functional differential equations with Markovian switching
• Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching
• scientific article; zbMATH DE number 2003637
• \(p\)th moment exponential stability of impulsive stochastic functional differential equations with Markovian switching
• LaSalle-type theorems for stochastic functional differential equations with Markovian switching

Cites work

• Attraction, stability and boundedness for stochastic differential delay equations.
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Delay-dependent exponential stability of stochastic systems with time-varying delay, nonlinearity, and Markovian switching
• Delay-dependent robust exponential stability of Markovian jumping reaction-diffusion Cohen-Grossberg neural networks with mixed delays
• Exponential stability of stochastic delay interval systems with Markovian switching
• Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations
• Global stability of coupled Markovian switching reaction-diffusion systems on networks
• scientific article; zbMATH DE number 2003637 (Why is no real title available?)
• On asymptotic convergence and boundedness of stochastic systems with time-delay
• On delay-dependent stability for a class of nonlinear stochastic systems with multiple state delays
• On Input-to-State Stability of Stochastic Retarded Systems With Markovian Switching
• Razumikhin method and exponential stability of hybrid stochastic delay interval systems
• Razumikhin-type theorems on exponential stability of stochastic functional differential equations
• Razumikhin-Type Theorems on Stability of Neutral Stochastic Functional Differential Equations
• Robust Stability and Boundedness of Nonlinear Hybrid Stochastic Differential Delay Equations
• Some New Criteria on pth Moment Stability of Stochastic Functional Differential Equations With Markovian Switching
• Stability and boundedness of nonlinear hybrid stochastic differential delay equations
• Stability of stochastic differential equations with Markovian switching
• Stability of stochastic neural networks of neutral type with Markovian jumping parameters: a delay-fractioning approach
• Stochastic differential delay equations with Markovian switching
• Stochastic differential equations and applications.
• Stochastic Differential Equations with Markovian Switching
• Stochastic synchronization of neural networks with multiple time-varying delays and Markovian jump
• Synchronization criteria for coupled stochastic neural networks with time-varying delays and leakage delay
• Ultimate boundedness and an attractor for stochastic Hopfield neural networks with time-varying delays

Cited in

(15)

• 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
• scientific article; zbMATH DE number 5847093 (Why is no real title available?)
• Robust analysis of discrete time noises for stochastic systems and application in neural networks
• Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching
• scientific article; zbMATH DE number 2003637 (Why is no real title available?)
• LaSalle-type theorems for stochastic functional differential equations with Markovian switching
• Comparison principle on stochastic functional differential equations with Markovian switching
• A class of stochastic functional differential equations with Markovian switching
• Stochastic stabilization and destabilization of nonlinear and time‐varying hybrid systems by noise
• Exponential ultimate boundedness and stability of stochastic differential equations with impulse
• Delay-dependent stability of non-linear hybrid stochastic functional differential equations
• Existence, uniqueness and stability of the global solutions to two classes of pantogragh stochastic functional differential equations with Markovian switching
• Stability of a class of neutral stochastic functional differential equations with Markovian switching

This page was built for publication: The \(p\)th moment boundedness of stochastic functional differential equations with Markovian switching

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q509503)