Stability of invariant sets of Itô stochastic differential equations with Markovian switching

DOI10.1155/JAMSA/2006/59032MaRDI QIDQ871338zbMATH OpenFDO

Authors Jiaowan Luo

Publication date 19 March 2007

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/53084

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

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• scientific article; zbMATH DE number 2068650 (Why is no real title available?)
• Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
• Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Existence and persistence of invariant manifolds for semiflows in Banach space
• Exponential stability of stochastic delay interval systems with Markovian switching
• Investigation of invariant sets of Itô stochastic systems by use of Lyapunov functions
• Investigation of invariant sets with random perturbations with the use of the Lyapunov function
• Positively invariant closed sets for systems of delay-differential equations
• Positively invariant sets for functional differential equations with infinite delay
• Qualitative analysis of systems of Itô stochastic differential equations
• Stability of a random diffusion with linear drift
• Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance
• Stability of stochastic differential equations with Markovian switching
• Stochastic differential delay equations with Markovian switching

Cited in

(10)

• Stability analysis for stochastic differential equations with infinite Markovian switchings
• Stability analysis for stochastic hybrid systems: a survey
• Investigation of invariant sets of Itô stochastic systems by use of Lyapunov functions
• Stability of sets of stochastic functional differential equations with impulse effect
• scientific article; zbMATH DE number 4133242 (Why is no real title available?)
• Delay-dependent \(H_{\infty }\) filtering for singular Markovian jump time-delay systems
• Fuzzy filtering of nonlinear fuzzy stochastic systems with time-varying delay
• On the attainability and stability of an invariant set of a system of stochastic differential equations
• scientific article; zbMATH DE number 1800405 (Why is no real title available?)
• Modeling hybrid network dynamics under random perturbations

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