\(p\)th moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes
From MaRDI portal
Publication:668708
DOI10.1016/j.amc.2015.07.070zbMath1410.34224OpenAlexW1779191921MaRDI QIDQ668708
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
Lévy processesneutral stochastic functional differential equations\(p\)th moment asymptotic stabilityalmost sure asymptotic stabilitycontinuous in probabilitycontinuous in the \(p\)th moment
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)
Related Items
Stochastic invariance for hybrid stochastic differential equation with non-Lipschitz coefficients, Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup, 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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- New result on exponential stability for neutral stochastic linear system with time-varying delay
- Neutral stochastic functional differential equations with infinite delay and Poisson jumps in the \(C_g\) space
- The Razumikhin approach on general decay stability for neutral stochastic functional differential equations
- Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise
- Stochastic population dynamics driven by Lévy noise
- Stability of stochastic delay hybrid systems with jumps
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
- Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
- Stability of functional differential equations
- Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps
- Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
- Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise
- Theory of stochastic differential equations with jumps and applications.
- A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching
- Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps
- Stability in distribution of neutral stochastic differential delay equations with Markovian switching
- Stability of impulsive stochastic differential equations with Markovian switching
- \(p\)th moment exponential stability of neutral stochastic differential equations driven by Lévy noise
- A note on exponential stability for impulsive neutral stochastic partial functional differential equations
- STOCHASTIC STABILIZATION OF DYNAMICAL SYSTEMS USING LÉVY NOISE
- Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
- Lévy Processes and Stochastic Calculus
- Neutral Stochastic Differential Delay Equations with Markovian Switching
- Stochastic Differential Equations with Markovian Switching
- A class of functional equations of neutral type