Pages that link to "Item:Q2581714"

The following pages link to Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching (Q2581714):

Displaying 21 items.

• A robust weak Taylor approximation scheme for solutions of jump-diffusion stochastic delay differential equations (Q370186) (← links)
• Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps (Q448676) (← links)
• Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes (Q629527) (← links)
• Analytic approximation of the solutions of stochastic differential delay equations with Poisson jump and Markovian switching (Q642808) (← links)
• Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching (Q879504) (← links)
• An analytic approximation of solutions of stochastic differential delay equations with Markovian switching (Q970044) (← links)
• Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition (Q1690891) (← links)
• Numerical solutions to neutral stochastic delay differential equations with Poisson jumps under local Lipschitz condition (Q1719510) (← links)
• Stability of hybrid stochastic functional differential equations (Q2008475) (← links)
• Stochastic P-bifurcation analysis of a class of nonlinear Markov jump systems under combined harmonic and random excitations (Q2078670) (← links)
• Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control (Q2129108) (← links)
• Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching (Q2251676) (← links)
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps (Q2251752) (← links)
• Stability in distribution of neutral stochastic differential delay equations with Markovian switching (Q2270865) (← links)
• Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching (Q2371996) (← links)
• Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions (Q2430312) (← links)
• The stability of neutral stochastic delay differential equations with Poisson jumps by fixed points (Q2431342) (← links)
• Stability of nonlinear stochastic Markov jump system with mode-dependent delays and applications (Q5031311) (← links)
• Stability analysis for stochastic Volterra–Levin equations with Poisson jumps: Fixed point approach (Q5263565) (← links)
• Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure (Q5265772) (← links)
• Finite‐time annular domain stability and stabilization for stochastic Markovian switching systems driven by Wiener and Poisson noises (Q6089871) (← links)