On stability of hybrid stochastic equations (Q2761982)
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scientific article; zbMATH DE number 1686637
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stability of hybrid stochastic equations |
scientific article; zbMATH DE number 1686637 |
Statements
9 September 2003
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stochastic functional-differential equations
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stochastic delay differential-difference equations
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almost-sure asymptotic stability
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Lyapunov-Krasovskii-functionals
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On stability of hybrid stochastic equations (English)
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One-dimensional stochastic differential-difference equations driven by semimartingales are studied with respect to the almost-sure asymptotic stability and boundedness of their solutions. The authors make use of Lyapunov-Krasovskii-type functionals and Itô formula while exploiting the knowledge on Doob-Meyer decompositions of involved semimartingales. The analysis is separated into the cases of continuous and discrete time equations.
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