Partial practical exponential stability of neutral stochastic functional differential equations with Markovian switching

DOI10.1007/S00009-021-01786-6zbMath1480.60153OpenAlexW3169677049WikidataQ115390261 ScholiaQ115390261MaRDI QIDQ2039632

Lassaad Mchiri, Mohamed Rhaima, Tomás Caraballo Garrido

Publication date: 5 July 2021

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00009-021-01786-6

zbMATH Keywords

Markovian switchingneutral stochastic functional differential equationsLyapunov techniquespartial exponential stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)

Related Items (2)

Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise ⋮ On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
• Partial asymptotic stability in probability of stochastic differential equations
• Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition
• On the practical global uniform asymptotic stability of stochastic differential equations
• Practical Asymptotic Stability of Nonlinear Stochastic Evolution Equations
• Stochastic Differential Equations with Markovian Switching

This page was built for publication: Partial practical exponential stability of neutral stochastic functional differential equations with Markovian switching