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

DOI10.1155/JAMSA/2006/59032zbMATH Open1109.60043MaRDI QIDQ871338FDOQ871338

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)

Cites Work

• Stability of stochastic differential equations with Markovian switching
• Existence and persistence of invariant manifolds for semiflows in Banach space
• Stability of a random diffusion with linear drift
• Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Exponential stability of stochastic delay interval systems with Markovian switching
• Stochastic differential delay equations with Markovian switching
• Title not available (Why is that?)
• Positively invariant sets for functional differential equations with infinite delay
• Positively invariant closed sets for systems of delay-differential equations
• Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance
• Title not available (Why is that?)
• Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
• Investigation of invariant sets of Itô stochastic systems by use of Lyapunov functions
• Qualitative analysis of systems of Itô stochastic differential equations
• Investigation of invariant sets with random perturbations with the use of the Lyapunov function

Cited In (7)

• Stability analysis for stochastic hybrid systems: a survey
• Modeling hybrid network dynamics under random perturbations
• Stability of sets of stochastic functional differential equations with impulse effect
• Investigation of invariant sets of Itô stochastic systems by use of Lyapunov functions
• Fuzzy filtering of nonlinear fuzzy stochastic systems with time-varying delay
• Delay-dependent \(H_{\infty }\) filtering for singular Markovian jump time-delay systems
• Title not available (Why is that?)

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