Stability analysis for stochastic differential equations with infinite Markovian switchings
DOI10.1016/J.JMAA.2015.10.047zbMATH Open1323.93071OpenAlexW2189910507MaRDI QIDQ892343FDOQ892343
Authors: Hongji Ma, Yingmin Jia
Publication date: 18 November 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2015.10.047
Recommendations
- Stability of linear stochastic delay differential equations with infinite Markovian switchings
- Stability of stochastic differential equations with Markovian switching
- Stability of invariant sets of Itô stochastic differential equations with Markovian switching
- Stability analysis of stochastic differential equations with Markovian switching
- Stability analysis of Markov switched stochastic differential equations with both stable and unstable subsystems
stochastic differential equationexponential stabilityspectral criterion\(L_2\) input-output stabilitycountably infinite Markov process
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations in control/observation systems (93C73) Asymptotic stability in control theory (93D20) Input-output approaches in control theory (93D25) Stochastic stability in control theory (93E15)
Cites Work
- Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control
- Stochastic Stability of Jump Discrete-Time Linear Systems With Markov Chain in a General Borel Space
- On Exponential Almost Sure Stability of Random Jump Systems
- Stochastic Differential Equations with Markovian Switching
- Stochastic $H^\infty$
- A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances
- Title not available (Why is that?)
- Explicit solutions for an optimal stock selling problem under a Markov chain model
- The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth
- Criteria for exponential stability of linear differential equations with positive evolution on ordered Banach spaces
- Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems
- On the detectability and observability of continuous stochastic Markov jump linear systems
- Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise
- Stability of discrete-time positive evolution operators on ordered Banach spaces and applications
- Some Lyapunov type positive operators on ordered Banach spaces
- AnH2-Type Norm of a Discrete-Time Linear Stochastic System with Periodic Coefficients Simultaneously Affected by an Infinite Markov Chain and Multiplicative White Noise Perturbations
- On a Detectability Concept of Discrete-Time Infinite Markov Jump Linear Systems
- Input–output finite-time mean square stabilisation of stochastic systems with Markovian jump
- Mathematical methods in robust control of linear stochastic systems
Cited In (50)
- Dynamics analysis of a stochastic non-autonomous one-predator-two-prey system with Beddington-DeAngelis functional response and impulsive perturbations
- Exponential stabilization for a class of nonlinear switched systems with mixed delays under asynchronous switching
- New secure quantum dialogue protocols over collective noisy channels
- New quantum key agreement protocols based on Bell states
- Dynamics analysis and numerical simulations of a delayed stochastic epidemic model subject to a general response function
- Exponential stability and interval stability of a class of stochastic hybrid systems driven by both Brownian motion and Poisson jumps
- Global analysis of a novel nonlinear stochastic SIVS epidemic system with vaccination control
- \(H_2 / H_\infty\) control for MJLS with infinite Markov chain
- Study on stability and stabilizability of discrete-time mean-field stochastic systems
- On the degrees of freedom of mixed matrix regression
- Dynamics analysis and numerical simulations of a stochastic non-autonomous predator-prey system with impulsive effects
- Periodic solution and ergodic stationary distribution of SEIS dynamical systems with active and latent patients
- Two quantum coins sharing a walker
- Dynamical analysis of a class of prey-predator model with Beddington-DeAngelis functional response, stochastic perturbation, and impulsive toxicant input
- Multiparty quantum key agreement protocol based on locally indistinguishable orthogonal product states
- Dynamics of a nonautonomous stochastic SIS epidemic model with double epidemic hypothesis
- Fused Lasso penalized least absolute deviation estimator for high dimensional linear regression
- Dynamics and optimal harvesting control for a stochastic one-predator-two-prey time delay system with jumps
- Adaptive synchronization for uncertain delayed fractional-order Hopfield neural networks via fractional-order sliding mode control
- Evolutionary analysis of adaptive dynamics model under variation of noise environment
- Hash function based on quantum walks
- Stochastic analysis of a novel nonautonomous periodic SIRI epidemic system with random disturbances
- Periodic solution and ergodic stationary distribution of stochastic SIRI epidemic systems with nonlinear perturbations
- Dynamical analysis of a stochastic SIS epidemic model with nonlinear incidence rate and double epidemic hypothesis
- Threshold dynamics of a stochastic \(S I R\) model with vertical transmission and vaccination
- Application of stochastic inequalities to global analysis of a nonlinear stochastic SIRS epidemic model with saturated treatment function
- Nonlinear stochastic analysis for a stochastic SIS epidemic model
- Extinction and persistence in mean of a novel delay impulsive stochastic infected predator-prey system with jumps
- Global analysis of a new nonlinear stochastic differential competition system with impulsive effect
- Analysis and numerical simulations of a stochastic SEIQR epidemic system with quarantine-adjusted incidence and imperfect vaccination
- Verifiable quantum secret sharing protocols based on four-qubit entangled states
- Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
- Threshold dynamics of a stochastic chemostat model with two nutrients and one microorganism
- Optimal harvesting of a competitive n-species stochastic model with delayed diffusions
- Asymptotic analysis of impulsive dispersal predator-prey systems with Markov switching on finite-state space
- On the effective reducibility of a class of quasi-periodic linear Hamiltonian systems close to constant coefficients
- Stabilization of stochastic Markovian jump systems with partially unknown transition probabilities and multiplicative noise
- Stability of linear stochastic delay differential equations with infinite Markovian switchings
- Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations
- Stability of invariant sets of Itô stochastic differential equations with Markovian switching
- Stabilization of hybrid stochastic differential equations by delay feedback control based on discrete-time observations
- Optimal harvesting strategy for a stochastic mutualism system in a polluted environment with regime switching
- New quantum key agreement protocols based on cluster states
- State estimation for complex-valued memristive neural networks with time-varying delays
- Periodic solution and ergodic stationary distribution of two stochastic SIQS epidemic systems
- Combined ZK-mzk equation for Rossby solitary waves with complete Coriolis force and its conservation laws as well as exact solutions
- Mean‐square strong stability and stabilization of discrete‐time stochastic systems with multiplicative noises
- Two-party quantum key agreement over a collective noisy channel
- Random attractor of reaction-diffusion Hopfield neural networks driven by Wiener processes
- Exponential stability for generalized stochastic impulsive functional differential equations with delayed impulses and Markovian switching
This page was built for publication: Stability analysis for stochastic differential equations with infinite Markovian switchings
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q892343)