Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
zbMATH Open1217.60046MaRDI QIDQ551745FDOQ551745
Authors: Jiaowan Luo, Jiezhong Zou, Zhenting Hou 
Publication date: 21 July 2011
Published in: Science in China. Series A (Search for Journal in Brave)
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Markov chainBrownian motioncomparison principlestochastic differential delay equations[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=generalized+It%EF%BF%BD%EF%BF%BD%27s+formula&go=Go generalized It��'s formula]
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic integrals (60H05)
Cited In (18)
- Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays
- Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching
- Stability analysis for nonautonomous impulsive hybrid stochastic delay systems
- Mean square stability of impulsive stochastic delayed reaction-diffusion equations via comparison principle with Razumikhin method
- Stability in distribution of neutral stochastic differential delay equations with Markovian switching
- An analytic approximation of solutions of stochastic differential delay equations with Markovian switching
- Moment decay rates of infinite dimensional stochastic evolution equations with memory and Markovian jumps
- A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching
- Instability of impulsive stochastic systems with application to image encryption
- Comparison principle and stability analysis of a class of stochastic parabolic equations with delay and Markovian switching
- \(p\)th mean practical stability for large-scale Itô stochastic systems with Markovian switching
- Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching
- Stability for neutral-type integro-differential neural networks with random switches in noise and delay
- A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition
- Stability of invariant sets of Itô stochastic differential equations with Markovian switching
- Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching
- Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching
- Comparison principle on stochastic functional differential equations with Markovian switching
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