The moment exponential stability criterion of nonlinear hybrid stochastic differential equations and its discrete approximations

DOI10.1017/S030821051500089XzbMath1356.60096OpenAlexW2485216657MaRDI QIDQ2956333

Xiaofeng Zong, Fuke Wu, Cheng-Ming Huang

Publication date: 16 January 2017

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s030821051500089x

zbMATH Keywords

martingalesMarkov chainlarge deviationsmoment exponential stabilityEuler-Maruyama approximationhybrid stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Martingales with continuous parameter (60G44) Large deviations (60F10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Hybrid systems of functional-differential equations (34K34)

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