The \(p\)th moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump

DOI10.1016/j.jmaa.2018.10.072zbMath1407.34113OpenAlexW2899492954WikidataQ115570294 ScholiaQ115570294MaRDI QIDQ1633556

Quanxin Zhu, Haidan Li

Publication date: 20 December 2018

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.2018.10.072

zbMATH Keywords

moment exponential stabilitylocal Lipschitz conditionalmost surely exponential stabilitynonlinear growth conditionnonlinear stochastic differential delay equation

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)

Related Items (10)

Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup ⋮ Asymptotic stability and continuity of nonlinear hybrid stochastic differential equation with randomly occurring delay ⋮ Stability of stochastic functional differential systems with semi-Markovian switching and Lévy noise by functional Itô's formula and its applications ⋮ Stability analysis of highly nonlinear hybrid stochastic systems with Poisson jump ⋮ Almost surely stability of delay hybrid stochastic system driven by Lévy noise ⋮ Unnamed Item ⋮ Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump ⋮ Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump ⋮ Khasminskii-type theorem for a class of stochastic functional differential equations ⋮ Backstepping control design for stochastic systems driven by Lévy processes

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