Stability analysis for stochastic differential equations with infinite Markovian switchings

DOI10.1016/j.jmaa.2015.10.047zbMath1323.93071OpenAlexW2189910507MaRDI QIDQ892343

Hongji Ma, Yingmin Jia

Publication date: 18 November 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2015.10.047

zbMATH Keywords

stochastic differential equationexponential stabilityspectral criterion\(L_2\) input-output stabilitycountably infinite Markov process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations in control/observation systems (93C73) Input-output approaches in control theory (93D25) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

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