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

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)

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Cites work

• scientific article; zbMATH DE number 430390 (Why is no real title available?)
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• Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise
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• Theory of stochastic differential equations with jumps and applications.
• \(p\)th moment exponential stability of neutral stochastic differential equations driven by Lévy noise

Cited in

(10)

• Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup
• Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise
• Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises
• Stabilisation of hybrid stochastic systems with Lévy noise by discrete-time feedback control
• 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
• 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
• \(p\)th moment stability in stochastic neutral Volterra-Levin equation with Lévy noise and variable delays

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