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

DOI10.1016/J.AMC.2015.07.070MaRDI QIDQ668708zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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Cites work

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• Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
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• Asymptotic stability in the pth moment for stochastic differential equations with Lévy noise
• Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
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Cited in

(15)

• Stochastic invariance for hybrid stochastic differential equation with non-Lipschitz coefficients
• \(h\)-stability in \(p\)th moment of neutral pantograph stochastic differential equations with Markovian switching driven by Lévy noise
• The L^p estimation of neutral doubly perturbed stochastic differential equations driven by Lèvy processes
• Asymptotic stability in the pth moment for stochastic differential equations with Lévy noise
• Stabilisation of hybrid stochastic systems with Lévy noise by discrete-time feedback control
• 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
• Boundedness and stability of nonlinear hybrid neutral stochastic delay differential equation with Lévy jumps under different structures
• Boundary control of stochastic partial differential systems driven by Lévy noise
• Boundedness and stability of nonlinear hybrid stochastic differential delay equation disturbed by Lévy noise
• Stability of a class of neutral stochastic functional differential equations with Markovian switching
• Averaging principle for Hilfer fractional neutral impulsive stochastic delay differential equation with \(\mathtt{L^p}\) convergence driven by Lévy noise
• Stability analysis of neutral stochastic differential delay equations driven by Lévy noises
• \(p\)th moment stability in stochastic neutral Volterra-Levin equation with Lévy noise and variable delays
• Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises

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