Stability of solution of the Ito-Skorokhod stochastic dynamic system of random structure with external random disturbances, Markov switching and all prehistory

DOI10.24144/2616-7700.2020.1(36).55-64MaRDI QIDQ6600512FDOQ6600512

Authors: V. K. Yasyns'kyj, Svitlana V. Antonyuk 

Publication date: 9 September 2024

Published in: Naukovyĭ Visnyk Uzhgorods'kogo Universytetu. Seriya Matematyka i Informatyka (Search for Journal in Brave)

Recommendations

• Existence of \(l\)-th moment of solution of Ito-Skorokhod stochastic dynamic systems of random structure with external disturbances and all prehistory
• scientific article; zbMATH DE number 6379281
• Stability of stochastic dynamic random-structure systems with aftereffect and Markov switchings
• Selected questions of stability of systems with random structure, finite after-effect and external Markov switching
• Stability in the first approximation of random-structure diffusion systems with aftereffect and external Markov switchings

zbMATH Keywords

Markov switchingmean square stabilityIto-Skorokhod stochastic dynamic systemLyapunov-Krasovsky operatorstochastic system of random structure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of optimal solutions to problems involving randomness (49J55)

Cited In (1)

• Existence of \(l\)-th moment of solution of Ito-Skorokhod stochastic dynamic systems of random structure with external disturbances and all prehistory

This page was built for publication: Stability of solution of the Ito-Skorokhod stochastic dynamic system of random structure with external random disturbances, Markov switching and all prehistory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6600512)