Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients

DOI10.1016/j.amc.2015.04.022zbMath1410.34175OpenAlexW298519300MaRDI QIDQ1663553

Wei Mao, Liangjian Hu, Xuerong Mao, Surong You

Publication date: 21 August 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/53086/

zbMATH Keywords

exponential stabilityrobust stabilityBrownian motionMarkov chaingeneralized Itô formulahybrid pantograph stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05)

Related Items (20)

Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation ⋮ Practical stability in relation to a part of variables of stochastic pantograph differential equations ⋮ Stability analysis of impulsive stochastic delayed Cohen-Grossberg neural networks driven by Lévy noise ⋮ Stability of hybrid pantograph stochastic functional differential equations ⋮ Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations ⋮ Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations ⋮ \(p\)th moment exponential stability of highly nonlinear neutral pantograph stochastic differential equations driven by Lévy noise ⋮ A note on stability of hybrid stochastic differential equations ⋮ Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations ⋮ \(p\)th moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes ⋮ The \(p\)th moment asymptotical ultimate boundedness of pantograph stochastic differential equations with time-varying coefficients ⋮ Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation ⋮ The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations ⋮ Observer-based stabilization of sector-bounded nonlinear stochastic systems in the presence of intermittent measurements ⋮ Stability of hybrid stochastic functional differential equations ⋮ The stability with a general decay of stochastic delay differential equations with Markovian switching ⋮ Stability of numerical method for semi-linear stochastic pantograph differential equations ⋮ The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise ⋮ \(p\)th moment exponential stability of neutral stochastic pantograph differential equations with Markovian switching ⋮ Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise

Cites Work

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