Almost sure exponential stability of hybrid stochastic functional differential equations

DOI10.1016/j.jmaa.2017.10.042zbMath1380.34121OpenAlexW2766861893WikidataQ115570324 ScholiaQ115570324MaRDI QIDQ1682117

Minghui Song, Xuerong Mao

Publication date: 28 November 2017

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.2017.10.042

zbMATH Keywords

stabilityBrownian motionMarkov chainItô formulahybrid stochastic differential functional equations

Mathematics Subject Classification ID

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

Related Items (17)

Almost sure exponential stability and stabilization of hybrid stochastic functional differential equations with Lévy noise ⋮ Delay effects on the mean‐square stabilization of stochastic systems with input delay ⋮ Stochastic Stabilization of Neutral Stochastic Delay Systems Based on Discrete Observations ⋮ Hybrid stochastic functional differential equations with infinite delay: approximations and numerics ⋮ Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods ⋮ Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise ⋮ Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique ⋮ Almost sure exponential stabilization of impulsive Markov switching systems via discrete-time stochastic feedback control ⋮ The stability with general decay rate of neutral stochastic functional hybrid differential equations with Lévy noise ⋮ Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods ⋮ Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under G-expectation framework ⋮ Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump ⋮ Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula ⋮ Positive invertibility of matrices and exponential stability of linear stochastic systems with delay ⋮ Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments ⋮ Stability analysis of hybrid stochastic delayed Cohen-Grossberg neural networks with Lévy noise and Markov switching ⋮ Stabilization analysis of Markovian asynchronous switched systems with input delay and Lévy noise

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