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

DOI10.1016/J.JFRANKLIN.2016.10.018zbMATHOpenAlexMaRDI QIDQ509503FDO

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

comparison principleLyapunov functionMarkovian switchingstochastic functional differential equations\(p\)th moment stability\(p\)th moment boundednessRazumikhin-type theorems

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)

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Cites work

• scientific article; zbMATH DE number 2003637 (Why is no real title available?)
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Cited in

(13)

• Delay-dependent stability of non-linear hybrid stochastic functional differential equations
• Stability analysis for nonlinear Markov jump neutral stochastic functional differential systems
• scientific article; zbMATH DE number 2003637 (Why is no real title available?)
• Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching
• Razumikhin-type theorems on \(p\)th moment boundedness of neutral stochastic functional differential equations with Markovian switching
• scientific article; zbMATH DE number 5847093 (Why is no real title available?)
• Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model
• LaSalle-type theorems for 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
• Comparison principle on stochastic functional differential equations with Markovian switching
• A class of stochastic functional differential equations with Markovian switching
• Robust analysis of discrete time noises for stochastic systems and application in neural networks

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