Stability of invariant sets of Itô stochastic differential equations with Markovian switching

DOI10.1155/JAMSA/2006/59032zbMath1109.60043MaRDI QIDQ871338

Luo, Jiaowan

Publication date: 19 March 2007

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/53084

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (5)

Stability of sets of stochastic functional differential equations with impulse effect ⋮ Delay-dependent \(H_{\infty }\) filtering for singular Markovian jump time-delay systems ⋮ Modeling hybrid network dynamics under random perturbations ⋮ Stability analysis for stochastic hybrid systems: a survey ⋮ Fuzzy filtering of nonlinear fuzzy stochastic systems with time-varying delay

Cites Work

• Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
• Positively invariant sets for functional differential equations with infinite delay
• Positively invariant closed sets for systems of delay-differential equations
• Stability of stochastic differential equations with Markovian switching
• Stability of a random diffusion with linear drift
• Stochastic differential delay equations with Markovian switching
• Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Existence and persistence of invariant manifolds for semiflows in Banach space
• Investigation of invariant sets with random perturbations with the use of the Lyapunov function
• Exponential stability of stochastic delay interval systems with Markovian switching
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