\(p\)th moment exponential stability of highly nonlinear neutral pantograph stochastic differential equations driven by Lévy noise

DOI10.1016/J.AML.2018.07.003zbMath1408.34062OpenAlexW2848899554WikidataQ115597947 ScholiaQ115597947MaRDI QIDQ1726479

Linna Liu, Fei Qi Deng

Publication date: 20 February 2019

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2018.07.003

zbMATH Keywords

Lévy noise\(p\)th moment exponential stabilityhigh nonlinearityneutral stochastic differential equationpantograph delay

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40)

Related Items (11)

Boundedness analysis of non-autonomous stochastic differential systems with Lévy noise and mixed delays ⋮ Practical stability in relation to a part of variables of stochastic pantograph differential equations ⋮ Stabilization of stochastic highly non-linear multi-links systems via aperiodically intermittent control ⋮ Stability of numerical solution to pantograph stochastic functional differential equations ⋮ Stability of highly nonlinear neutral stochastic delay systems with non-random switching signals ⋮ \(h\)-stability in \(p\)th moment of neutral pantograph stochastic differential equations with Markovian switching driven by Lévy noise ⋮ A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control ⋮ Stability and boundedness analysis of stochastic coupled systems with pantograph delay ⋮ The \(p\)th moment asymptotical ultimate boundedness of pantograph stochastic differential equations with time-varying coefficients ⋮ Boundedness analysis of stochastic pantograph differential systems ⋮ Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise

Cites Work

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• Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation
• Pathwise estimation of stochastic differential equations with Unbounded delay and its application to stochastic pantograph equations
• The \(\alpha \)th moment stability for the stochastic pantograph equation
• Convergence of numerical solutions to stochastic pantograph equations with Markovian switching
• Continuous \(\Theta\)-methods for the stochastic pantograph equation
• Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
• Lévy Processes and Stochastic Calculus

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