Stability in distribution of stochastic differential delay equations with Markovian switching
From MaRDI portal
Publication:2503538
DOI10.1016/S0167-6911(03)00154-3zbMath1157.60330MaRDI QIDQ2503538
Chenggui Yuan, Xuerong Mao, Jie Zhong Zou
Publication date: 21 September 2006
Published in: Systems \& Control Letters (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)
Related Items (40)
Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations ⋮ Limiting behavior of invariant measures of stochastic delay lattice systems ⋮ Stability in distribution of Markov-modulated stochastic differential delay equations with reflection ⋮ EXISTENCE, UNIQUENESS AND ASYMPTOTIC PROPERTIES OF A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS WITH MARKOVIAN SWITCHING ⋮ Exponential ergodicity for retarded stochastic differential equations ⋮ Non-autonomous stochastic lattice systems with Markovian switching ⋮ Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization ⋮ Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence ⋮ Stationary distributions for stochastic differential equations with memory driven by \(\alpha\)-stable processes ⋮ Stabilisation in distribution by delay feedback controls for hybrid stochastic delay differential equations ⋮ Invariant probability measures for path-dependent random diffusions ⋮ Weak convergence and stability of stochastic hybrid systems with random delay driven by a singularly perturbed Markov chain ⋮ Stabilization of differently structured hybrid neutral stochastic systems by delay feedback control under highly nonlinear condition ⋮ Stability in distribution of neutral stochastic functional differential equations ⋮ Stabilization in distribution of hybrid stochastic systems by intermittent feedback controls ⋮ Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion ⋮ Weak convergence of functional stochastic differential equations with variable delays ⋮ Stability in distribution of neutral stochastic functional differential equations with Markovian switching ⋮ Periodic measures of stochastic delay lattice systems ⋮ On stability in distribution of stochastic differential delay equations with Markovian switching ⋮ Robust output feedbackH∞control of uncertain Markovian jump systems with mode-dependent time-delays ⋮ Invariant distribution of stochastic Gompertz equation under regime switching ⋮ Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching ⋮ Numerical solutions of neutral stochastic functional differential equations with Markovian switching ⋮ Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching ⋮ Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching ⋮ An analytic approximation of solutions of stochastic differential delay equations with Markovian switching ⋮ Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach ⋮ A class of stochastic functional differential equations with Markovian switching ⋮ Stability in distribution of neutral stochastic differential delay equations with Markovian switching ⋮ STABILITY IN DISTRIBUTION OF NONLINEAR SYSTEMS WITH TIME-VARYING DELAYS AND SEMI-MARKOVIAN SWITCHING ⋮ The stability with a general decay of stochastic delay differential equations with Markovian switching ⋮ Stability in distribution of stochastic Lotka–Volterra delay system under regime switching ⋮ Stabilization of hybrid neutral stochastic differential delay equations by delay feedback control ⋮ Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process ⋮ Stability in Distribution of Path-Dependent Hybrid Diffusion ⋮ Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory ⋮ Stability in distribution of stochastic functional differential equations ⋮ The existence of evolution systems of measures of non-autonomous stochastic differential equations with infinite delays ⋮ Exponential stability of solutions for retarded stochastic differential equations without dissipativity
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Continuous-time Markov chains. An applications-oriented approach
- Stability of stochastic differential equations with Markovian switching
- On stationary solutions of delay differential equations driven by a Lévy process.
- Stability of a random diffusion with linear drift
- Stochastic differential delay equations with Markovian switching
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Robustness of exponential stability of stochastic differential delay equations
This page was built for publication: Stability in distribution of stochastic differential delay equations with Markovian switching
