pth moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes

DOI10.1016/J.AMC.2015.07.070zbMATH Open1410.34224OpenAlexW1779191921MaRDI QIDQ668708FDOQ668708

Authors: Juan-Miguel Gracia 

Publication date: 19 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.07.070

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zbMATH Keywords

neutral stochastic functional differential equations\(p\)th moment asymptotic stabilityalmost sure asymptotic stabilitycontinuous in probabilitycontinuous in the \(p\)th momentLévy processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)

Cites Work

• Title not available (Why is that?)
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Cited In (10)

• Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup
• Stochastic invariance for hybrid stochastic differential equation with non-Lipschitz coefficients
• The \(L^p\) estimation of neutral doubly perturbed stochastic differential equations driven by Lèvy processes
• \(h\)-stability in \(p\)th moment of neutral pantograph stochastic differential equations with Markovian switching driven by Lévy noise
• Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise
• Improved results on \(\mathcal{H}_{\infty}\) state estimation of static neural networks with interval time-varying delay
• Stabilisation of hybrid stochastic systems with Lévy noise by discrete-time feedback control
• Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises
• Boundedness and stability of nonlinear hybrid neutral stochastic delay differential equation with Lévy jumps under different structures
• \(p\)th moment stability in stochastic neutral Volterra-Levin equation with Lévy noise and variable delays

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