Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula
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Publication:778180
DOI10.1007/s11118-019-09767-xzbMath1448.60127OpenAlexW2916754520MaRDI QIDQ778180
Publication date: 2 July 2020
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11118-019-09767-x
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Related Items (12)
Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control ⋮ Stability for multi-linked stochastic delayed complex networks with stochastic hybrid impulses by dupire Itô's formula ⋮ Stability of stochastic functional differential equations with random switching and applications ⋮ Hybrid stochastic functional differential equations with infinite delay: approximations and numerics ⋮ Approximate properties of stochastic functional differential equations with singular perturbations ⋮ Stability analysis of switched stochastic nonlinear functional systems ⋮ Weak convergence and stability of stochastic hybrid systems with random delay driven by a singularly perturbed Markov chain ⋮ Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique ⋮ An explicit approximation for super-linear stochastic functional differential equations ⋮ Stochastic functional Kolmogorov equations. I: Persistence ⋮ Stability in Distribution of Path-Dependent Hybrid Diffusion ⋮ Stochastic functional Kolmogorov equations. II: Extinction
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