Stability of solutions of stochastic functional-differential equations with Poisson switchings and entire prehistory
type: Item
instance of: scholarly article
title: Stability of solutions of stochastic functional-differential equations with Poisson switchings and entire prehistory
zbMATH Open document ID: 1195.60076
published in: Cybernetics and Systems Analysis
publication date: 2009-11-24T00:00:00Z
review text: The authors investigate the properties of solutions to the Ito-Skorokhod stochastic functional-differential equations for which the entire prehistory considered. The properties under investigation are the Markov property of the solution and the stability of the solution. An important tool in the analysis is the weak infinitesimal operator for a Markov process, which is introduced here.
reviewed by: Iulian Stoleriu
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5637594
zbMATH Keywords: stochastic functional-differential equation
zbMATH Keywords: Skorokhod space
zbMATH Keywords: Poisson measure
zbMATH Keywords: Wiener process
zbMATH Keywords: weak infinitesimal operator
author: Svitlana V. Antonyuk
author: V. K. Yasins'kyj
MaRDI profile type: Publication
full work available at URL: s10559-009-9073-9
OpenAlex ID: W2011008748
cites work: Q5560061
cites work: Approximate synthesis of optimal control over quasilinear stochastic differential equations with a small parameter and Poisson perturbations
cites work: Q5556832
cites work: On the stability of processes defined by stochastic difference- differential equations
DOI: 10.1007/S10559-009-9073-9
description: scientific article; zbMATH DE number 5637594