Stability of diffusion stochastic functional differential equations with Markov parameters

DOI10.1007/S10559-008-0005-XMaRDI QIDQ946710zbMATH OpenOpenAlexFDO

Authors I. V. Yurchenko, V. S. Korolyuk, V. K. Yasins'kyj

Publication date 24 September 2008

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-008-0005-x

zbMATH Keywords

diffusionstability of solutionstochastic functional differential equationMarkov parametersLyapunov-krasovskii method

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50)

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Cites work

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• Stability of an autonomous dynamic system with fast Markov switching

Cited in

(6)

• Existence of Lyapunov-Krasovskii functionals for stochastic functional differential Ito-Skorokhod equations under the condition of solutions' stability on probability with finite aftereffect
• The second Lyapunov method for stochastic differential-functional equations taking into account Poisson perturbations
• Optimal control in diffusion stochastic nonlinear functional-differential ITO equations with Markov parameters and external Markov switching
• scientific article; zbMATH DE number 3907501 (Why is no real title available?)
• scientific article; zbMATH DE number 1885229 (Why is no real title available?)
• On asymptotic behaviour of solutions of systems of stochastic differential difference equations with Markov parameters

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