The \(p\)th moment boundedness of stochastic functional differential equations with Markovian switching

DOI10.1016/j.jfranklin.2016.10.018zbMath1355.93175OpenAlexW2536090851MaRDI QIDQ509503

Shiguo Peng, Li-Ping Yang

Publication date: 9 February 2017

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2016.10.018

zbMATH Keywords

Lyapunov functioncomparison principlestochastic functional differential equationsMarkovian switching\(p\)th moment stability\(p\)th moment boundednessRazumikhin-type theorems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

Related Items (6)

Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model ⋮ Razumikhin-type theorems on \(p\)th moment boundedness of neutral stochastic functional differential equations with Markovian switching ⋮ Stability analysis for nonlinear Markov jump neutral stochastic functional differential systems ⋮ Stochastic stabilization and destabilization of nonlinear and time‐varying hybrid systems by noise ⋮ Robust analysis of discrete time noises for stochastic systems and application in neural networks ⋮ LaSalle-type theorems for stochastic functional differential equations with Markovian switching

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