Stability of solutions of stochastic functional-differential equations with Poisson switchings and entire prehistory

DOI10.1007/s10559-009-9073-9zbMath1195.60076OpenAlexW2011008748MaRDI QIDQ1040357

Svitlana V. Antonyuk, V. K. Yasinskij

Publication date: 24 November 2009

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

Full work available at URL: https://doi.org/10.1007/s10559-009-9073-9

zbMATH Keywords

Wiener processPoisson measureSkorokhod spaceweak infinitesimal operatorstochastic functional-differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (2)

General decay stability for stochastic functional differential equations with infinite delay ⋮ Parametric continuity of solutions to stochastic functional differential equations with Poisson perturbations

Cites Work

• Approximate synthesis of optimal control over quasilinear stochastic differential equations with a small parameter and Poisson perturbations
• On the stability of processes defined by stochastic difference- differential equations
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